Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115982.404 | 68453.3681 | 47529.0359 | 156410.1926 | 96865.704 | 59544.4886 |
Total P&L (%) | 115.9824 | 68.4534 | 47.529 | 156.4102 | 96.8657 | 59.5445 |
Avg Daily Profit (%) | 0.8349 | 0.4928 | 0.3422 | 0.6802 | 0.4888 | 0.3369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45860 | -24126 | -45024 | -49963 | -23186 | -47829 |
Profit Factor | 1.3811 | 1.4804 | 1.2937 | 1.4488 | 1.6107 | 1.3136 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Losing Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Profitability (%) | 49.0842 | 48.5294 | 49.635 | 49.0842 | 48.5294 | 49.635 |
Ratio Avg Win / Avg Loss | 1.4326 | 1.5701 | 1.3127 | 1.5029 | 1.7083 | 1.3329 |
Largest Winning Trade | 20894 | 20894 | 13900 | 30975 | 30975 | 15284 |
Largest Losing Trade | -13070 | -11102 | -13070 | -22783 | -10641 | -22783 |
Avg Bars in Trades | 47 | 49 | 46 | 47 | 49 | 46 |
Avg Bars in Winners | 57 | 65 | 49 | 57 | 65 | 49 |
Avg Bars in Losers | 37 | 33 | 42 | 37 | 33 | 42 |
Bars Traded | 12997 | 6693 | 6304 | 12997 | 6693 | 6304 |
Profit Streak | 0 | 136.7558 | 0 | 0 | 136.7558 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455390 | 372271 | 187704 | 472323 | 401810 | 221275 |
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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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