Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161200.822 | 74442.7845 | 86758.0375 | 243362.7078 | 123453.1606 | 119909.5472 |
Total P&L (%) | 161.2008 | 74.4428 | 86.758 | 243.3627 | 123.4532 | 119.9095 |
Avg Daily Profit (%) | 0.619 | 0.2859 | 0.3331 | 0.4748 | 0.3092 | 0.3031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49803 | -41841 | -25351 | -41469 | -35061 | -25969 |
Profit Factor | 1.3751 | 1.3108 | 1.4563 | 1.4707 | 1.4182 | 1.5405 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Losing Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Profitability (%) | 44.484 | 44.2857 | 44.6809 | 44.484 | 44.2857 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.7162 | 1.649 | 1.803 | 1.8354 | 1.7842 | 1.9073 |
Largest Winning Trade | 26914 | 23079 | 26914 | 42462 | 42462 | 33334 |
Largest Losing Trade | -12666 | -12666 | -11140 | -20795 | -20795 | -14601 |
Avg Bars in Trades | 87 | 87 | 88 | 87 | 87 | 88 |
Avg Bars in Winners | 124 | 127 | 121 | 124 | 127 | 121 |
Avg Bars in Losers | 59 | 56 | 61 | 59 | 56 | 61 |
Bars Traded | 24720 | 12271 | 12449 | 24720 | 12271 | 12449 |
Profit Streak | 0 | 3.7228 | 0 | 0 | 3.7228 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388285 | 192177 | 261513 | 364947 | 223008 | 270800 |
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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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