Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204277.8021 | 106191.7128 | 98086.0893 | 255546.6153 | 42067.091 | 213479.5242 |
Total P&L (%) | 204.2778 | 106.1917 | 98.0861 | 255.5466 | 42.0671 | 213.4795 |
Avg Daily Profit (%) | 0.354 | 0.184 | 0.17 | 0.2201 | 0.0609 | 0.1982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79332 | -54393 | -58948 | -259331 | -253534 | -87379 |
Profit Factor | 1.3067 | 1.3057 | 1.3078 | 1.2286 | 1.0651 | 1.4524 |
Total Trades | 365 | 183 | 182 | 365 | 183 | 182 |
Winning Trades | 190 | 97 | 93 | 190 | 97 | 93 |
Losing Trades | 175 | 86 | 89 | 175 | 86 | 89 |
Profitability (%) | 52.0548 | 53.0055 | 51.0989 | 52.0548 | 53.0055 | 51.0989 |
Ratio Avg Win / Avg Loss | 1.2035 | 1.1576 | 1.2515 | 1.1316 | 0.9443 | 1.3899 |
Largest Winning Trade | 25848 | 23899 | 25848 | 64830 | 53953 | 64830 |
Largest Losing Trade | -34483 | -34483 | -26103 | -162984 | -162984 | -29035 |
Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Winners | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
Bars Traded | 13670 | 6473 | 7198 | 13670 | 6473 | 7198 |
Profit Streak | 0 | 0 | 485.5029 | 0 | 0 | 485.5029 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390469 | 288193 | 309820 | 332076 | -263854 | 350321 |
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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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