Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290106.4933 | 183884.275 | 106222.2183 | 254454.0649 | 44801.6908 | 209652.3741 |
Total P&L (%) | 290.1065 | 183.8843 | 106.2222 | 254.4541 | 44.8017 | 209.6524 |
Avg Daily Profit (%) | 0.2785 | 0.1765 | 0.102 | 0.1216 | 0.0355 | 0.1086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72915 | -74612 | -77626 | -392296 | -417825 | -149403 |
Profit Factor | 1.4136 | 1.5666 | 1.2818 | 1.1372 | 1.0457 | 1.24 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 65.2985 | 64.9254 | 65.6716 | 65.2985 | 64.9254 | 65.6716 |
Ratio Avg Win / Avg Loss | 0.7512 | 0.8463 | 0.67 | 0.6044 | 0.5649 | 0.6482 |
Largest Winning Trade | 43922 | 43922 | 32305 | 90258 | 90258 | 69864 |
Largest Losing Trade | -58182 | -50603 | -58182 | -202811 | -202811 | -136162 |
Avg Bars in Trades | 90 | 91 | 90 | 90 | 91 | 90 |
Avg Bars in Winners | 60 | 63 | 58 | 60 | 63 | 58 |
Avg Bars in Losers | 146 | 143 | 150 | 146 | 143 | 150 |
Bars Traded | 24316 | 12232 | 12084 | 24316 | 12232 | 12084 |
Profit Streak | 5.5453 | 28.9619 | 0 | 5.5453 | 28.9619 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413780 | 386640 | -56703 | -97874 | -315870 | -48169 |
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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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