Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220108.3786 | 118978.3736 | 101130.0051 | 484080.8744 | 260657.0574 | 223423.817 |
Total P&L (%) | 220.1084 | 118.9784 | 101.13 | 484.0809 | 260.6571 | 223.4238 |
Avg Daily Profit (%) | 0.4226 | 0.2284 | 0.1942 | 0.3394 | 0.2466 | 0.2256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43585 | -66748 | -13116 | -113957 | -186148 | -56145 |
Profit Factor | 1.6165 | 1.4465 | 2.1166 | 1.5524 | 1.4059 | 1.9539 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 98 | 44 | 54 | 98 | 44 | 54 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 54.1436 | 48.8889 | 59.3407 | 54.1436 | 48.8889 | 59.3407 |
Ratio Avg Win / Avg Loss | 1.369 | 1.5122 | 1.4503 | 1.3148 | 1.4698 | 1.3387 |
Largest Winning Trade | 24540 | 24540 | 10771 | 86822 | 86822 | 39449 |
Largest Losing Trade | -18823 | -18823 | -8954 | -37336 | -37336 | -32668 |
Avg Bars in Trades | 134 | 225 | 45 | 134 | 225 | 45 |
Avg Bars in Winners | 138 | 245 | 51 | 138 | 245 | 51 |
Avg Bars in Losers | 130 | 206 | 36 | 130 | 206 | 36 |
Bars Traded | 24404 | 20270 | 4134 | 24404 | 20270 | 4134 |
Profit Streak | 8.2199 | 0 | 17.0324 | 8.2199 | 0 | 17.0324 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470233 | 311027 | 427830 | 433015 | 267689 | 426199 |
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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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