Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198439.7524 | 107237.6749 | 91202.0775 | 393695.3141 | 239423.8853 | 154271.4288 |
Total P&L (%) | 198.4398 | 107.2377 | 91.2021 | 393.6953 | 239.4239 | 154.2714 |
Avg Daily Profit (%) | 0.762 | 0.4118 | 0.3502 | 0.615 | 0.4704 | 0.359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29366 | -26167 | -19476 | -136919 | -92330 | -70839 |
Profit Factor | 1.5233 | 1.5402 | 1.5047 | 1.3331 | 1.3887 | 1.2726 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 185 | 97 | 88 | 185 | 97 | 88 |
Profitability (%) | 40.5145 | 37.8205 | 43.2258 | 40.5145 | 37.8205 | 43.2258 |
Ratio Avg Win / Avg Loss | 2.2366 | 2.5322 | 1.9763 | 1.9573 | 2.2831 | 1.6714 |
Largest Winning Trade | 55702 | 55702 | 20276 | 126731 | 126731 | 43628 |
Largest Losing Trade | -10438 | -9092 | -10438 | -40046 | -25461 | -40046 |
Avg Bars in Trades | 79 | 79 | 79 | 79 | 79 | 79 |
Avg Bars in Winners | 131 | 133 | 129 | 131 | 133 | 129 |
Avg Bars in Losers | 43 | 46 | 40 | 43 | 46 | 40 |
Bars Traded | 24722 | 12420 | 12302 | 24722 | 12420 | 12302 |
Profit Streak | 0 | 0 | 6.1477 | 0 | 0 | 6.1477 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414937 | 224066 | 314835 | 327871 | 208758 | 266473 |
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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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