Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196713.3164 | 91709.7026 | 105003.6138 | 415870.1412 | 198191.9663 | 217678.1749 |
Total P&L (%) | 196.7133 | 91.7097 | 105.0036 | 415.8701 | 198.192 | 217.6782 |
Avg Daily Profit (%) | 0.7554 | 0.3522 | 0.4032 | 0.632 | 0.4204 | 0.4448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31498 | -37858 | -28426 | -87893 | -43089 | -61614 |
Profit Factor | 1.5801 | 1.5239 | 1.6401 | 1.7203 | 1.6562 | 1.7906 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Profitability (%) | 45.1064 | 44.4444 | 45.7627 | 45.1064 | 44.4444 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.9229 | 1.9048 | 1.9438 | 2.0936 | 2.0702 | 2.1222 |
Largest Winning Trade | 26188 | 20939 | 26188 | 68204 | 68204 | 53349 |
Largest Losing Trade | -11935 | -11123 | -11935 | -34196 | -21506 | -34196 |
Avg Bars in Trades | 104 | 109 | 100 | 104 | 109 | 100 |
Avg Bars in Winners | 146 | 149 | 144 | 146 | 149 | 144 |
Avg Bars in Losers | 70 | 77 | 63 | 70 | 77 | 63 |
Bars Traded | 24641 | 12785 | 11856 | 24641 | 12785 | 11856 |
Profit Streak | 1.7417 | 0 | 2.5959 | 1.7417 | 0 | 2.5959 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392436 | 276674 | 275507 | 367215 | 318330 | 298773 |
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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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