Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145710.3089 | 60996.3168 | 84713.992 | 164583.21 | 42441.9613 | 122141.2488 |
Total P&L (%) | 145.7103 | 60.9963 | 84.714 | 164.5832 | 42.442 | 122.1412 |
Avg Daily Profit (%) | 0.2798 | 0.1171 | 0.1627 | 0.187 | 0.0679 | 0.1534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78963 | -47863 | -57926 | -85999 | -41442 | -60117 |
Profit Factor | 1.3443 | 1.2809 | 1.411 | 1.3306 | 1.1555 | 1.543 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 56.4767 | 55.6701 | 57.2917 | 56.4767 | 55.6701 | 57.2917 |
Ratio Avg Win / Avg Loss | 1.036 | 1.02 | 1.0518 | 1.0254 | 0.9201 | 1.1503 |
Largest Winning Trade | 23776 | 23776 | 23468 | 40708 | 40708 | 21995 |
Largest Losing Trade | -24199 | -21140 | -24199 | -32899 | -32899 | -28884 |
Avg Bars in Trades | 126 | 131 | 121 | 126 | 131 | 121 |
Avg Bars in Winners | 111 | 108 | 114 | 111 | 108 | 114 |
Avg Bars in Losers | 145 | 160 | 130 | 145 | 160 | 130 |
Bars Traded | 24406 | 12743 | 11662 | 24406 | 12743 | 11662 |
Profit Streak | 0 | 0 | 36.9486 | 0 | 0 | 36.9486 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357787 | -37416 | 347315 | 326234 | -155461 | 373499 |
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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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