Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118916.5627 | 64967.8758 | 53948.6869 | 185408.5756 | 106960.5633 | 78448.0124 |
Total P&L (%) | 118.9166 | 64.9679 | 53.9487 | 185.4086 | 106.9606 | 78.448 |
Avg Daily Profit (%) | 0.4566 | 0.2495 | 0.2072 | 0.4035 | 0.2797 | 0.2226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30663 | -19147 | -20504 | -47737 | -25745 | -36881 |
Profit Factor | 1.6051 | 1.6704 | 1.5416 | 1.5725 | 1.6878 | 1.4661 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 142 | 73 | 69 | 142 | 73 | 69 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 73.5751 | 76.0417 | 71.134 | 73.5751 | 76.0417 | 71.134 |
Ratio Avg Win / Avg Loss | 0.5765 | 0.5263 | 0.6256 | 0.5648 | 0.5318 | 0.5949 |
Largest Winning Trade | 12112 | 12112 | 8406 | 16782 | 16782 | 13557 |
Largest Losing Trade | -14440 | -14440 | -12298 | -33881 | -22471 | -33881 |
Avg Bars in Trades | 127 | 124 | 130 | 127 | 124 | 130 |
Avg Bars in Winners | 73 | 77 | 70 | 73 | 77 | 70 |
Avg Bars in Losers | 276 | 273 | 278 | 276 | 273 | 278 |
Bars Traded | 24567 | 11930 | 12637 | 24567 | 11930 | 12637 |
Profit Streak | 0 | 7.7817 | 0 | 0 | 7.7817 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458855 | 402877 | 281961 | 436119 | 425459 | 308626 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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