Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116329.7904 | 66416.7 | 49913.0904 | 172118.5919 | 105354.3169 | 66764.275 |
Total P&L (%) | 116.3298 | 66.4167 | 49.9131 | 172.1186 | 105.3543 | 66.7643 |
Avg Daily Profit (%) | 0.4467 | 0.255 | 0.1917 | 0.3851 | 0.2767 | 0.1966 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27249 | -19224 | -21054 | -43803 | -26671 | -40488 |
Profit Factor | 1.5532 | 1.6236 | 1.4809 | 1.5149 | 1.6644 | 1.38 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Losing Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Profitability (%) | 68.0851 | 72.3404 | 63.8298 | 68.0851 | 72.3404 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.7281 | 0.6208 | 0.8392 | 0.7101 | 0.6364 | 0.782 |
Largest Winning Trade | 11901 | 11901 | 9302 | 17555 | 17555 | 10125 |
Largest Losing Trade | -19224 | -19224 | -11667 | -33007 | -17787 | -33007 |
Avg Bars in Trades | 131 | 126 | 136 | 131 | 126 | 136 |
Avg Bars in Winners | 84 | 82 | 86 | 84 | 82 | 86 |
Avg Bars in Losers | 232 | 239 | 226 | 232 | 239 | 226 |
Bars Traded | 24720 | 11854 | 12866 | 24720 | 11854 | 12866 |
Profit Streak | 0 | 0 | 4.2273 | 0 | 0 | 4.2273 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418586 | 346451 | 236079 | 391228 | 364549 | 255899 |
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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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