Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176798.099 | 83572.6478 | 93225.4512 | 283802.1581 | 173244.533 | 110557.6251 |
Total P&L (%) | 176.7981 | 83.5726 | 93.2255 | 283.8022 | 173.2445 | 110.5576 |
Avg Daily Profit (%) | 0.6789 | 0.3209 | 0.358 | 0.5178 | 0.3867 | 0.2863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48052 | -31254 | -44176 | -78288 | -56565 | -84423 |
Profit Factor | 1.3591 | 1.345 | 1.3728 | 1.303 | 1.3775 | 1.2314 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Losing Trades | 220 | 113 | 107 | 220 | 113 | 107 |
Profitability (%) | 38.5475 | 36.8715 | 40.2235 | 38.5475 | 36.8715 | 40.2235 |
Ratio Avg Win / Avg Loss | 2.1667 | 2.3027 | 2.0402 | 2.0772 | 2.3584 | 1.83 |
Largest Winning Trade | 32449 | 25570 | 32449 | 50697 | 50697 | 39339 |
Largest Losing Trade | -9705 | -9705 | -9634 | -37818 | -29109 | -37818 |
Avg Bars in Trades | 68 | 71 | 65 | 68 | 71 | 65 |
Avg Bars in Winners | 119 | 125 | 113 | 119 | 125 | 113 |
Avg Bars in Losers | 36 | 40 | 32 | 36 | 40 | 32 |
Bars Traded | 24534 | 12843 | 11691 | 24534 | 12843 | 11691 |
Profit Streak | 4.9517 | 0 | 5.0872 | 4.9517 | 0 | 5.0872 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358737 | 144182 | 234407 | 296810 | 171591 | 181237 |
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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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