Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98623.6206 | 57528.9455 | 41094.6751 | 126969.7092 | 77218.8892 | 49750.82 |
Total P&L (%) | 98.6236 | 57.5289 | 41.0947 | 126.9697 | 77.2189 | 49.7508 |
Avg Daily Profit (%) | 0.3787 | 0.2209 | 0.1578 | 0.3152 | 0.22 | 0.1552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33763 | -22944 | -21839 | -41586 | -28162 | -30798 |
Profit Factor | 1.4556 | 1.5193 | 1.3889 | 1.4294 | 1.521 | 1.3374 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 68.1564 | 70.7865 | 65.5556 | 68.1564 | 70.7865 | 65.5556 |
Ratio Avg Win / Avg Loss | 0.6801 | 0.627 | 0.7297 | 0.6679 | 0.6277 | 0.7027 |
Largest Winning Trade | 13278 | 13278 | 7235 | 14566 | 14566 | 11421 |
Largest Losing Trade | -19635 | -19635 | -11002 | -21396 | -16979 | -21396 |
Avg Bars in Trades | 137 | 128 | 145 | 137 | 128 | 145 |
Avg Bars in Winners | 99 | 95 | 103 | 99 | 95 | 103 |
Avg Bars in Losers | 218 | 207 | 227 | 218 | 207 | 227 |
Bars Traded | 24541 | 11406 | 13135 | 24541 | 11406 | 13135 |
Profit Streak | 0.8379 | 0 | 2.9108 | 0.8379 | 0 | 2.9108 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 262498 | 287502 | 140924 | 237209 | 317514 | 156498 |
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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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