Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239480.7878 | 148960.469 | 90520.3188 | 480511.2161 | 364376.8168 | 116134.3992 |
Total P&L (%) | 239.4808 | 148.9605 | 90.5203 | 480.5112 | 364.3768 | 116.1344 |
Avg Daily Profit (%) | 0.4598 | 0.286 | 0.1738 | 0.3383 | 0.2953 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42747 | -26264 | -44755 | -167404 | -114996 | -166560 |
Profit Factor | 1.4114 | 1.5322 | 1.2995 | 1.2733 | 1.4374 | 1.1256 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 157 | 76 | 81 | 157 | 76 | 81 |
Losing Trades | 227 | 116 | 111 | 227 | 116 | 111 |
Profitability (%) | 40.8854 | 39.5833 | 42.1875 | 40.8854 | 39.5833 | 42.1875 |
Ratio Avg Win / Avg Loss | 2.0406 | 2.3387 | 1.7807 | 1.8411 | 2.1939 | 1.5424 |
Largest Winning Trade | 49101 | 49101 | 23668 | 126961 | 126961 | 63857 |
Largest Losing Trade | -13176 | -8142 | -13176 | -62351 | -36829 | -62351 |
Avg Bars in Trades | 64 | 62 | 66 | 64 | 62 | 66 |
Avg Bars in Winners | 104 | 103 | 105 | 104 | 103 | 105 |
Avg Bars in Losers | 37 | 36 | 38 | 37 | 36 | 38 |
Bars Traded | 24831 | 12071 | 12760 | 24831 | 12071 | 12760 |
Profit Streak | 6.6828 | 17.162 | 6.6828 | 6.6828 | 17.162 | 6.6828 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387841 | 299922 | 220298 | 320070 | 281905 | -79123 |
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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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