Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124832.0437 | 68671.475 | 56160.5687 | 122051.1616 | 93290.4357 | 28760.7259 |
Total P&L (%) | 124.832 | 68.6715 | 56.1606 | 122.0512 | 93.2904 | 28.7607 |
Avg Daily Profit (%) | 1.438 | 0.7911 | 0.6469 | 0.9232 | 0.762 | 0.2916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56902 | -34135 | -29675 | -57305 | -33775 | -32159 |
Profit Factor | 1.5558 | 1.6379 | 1.4802 | 1.5145 | 1.8846 | 1.2183 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 161 | 84 | 77 | 161 | 84 | 77 |
Losing Trades | 184 | 88 | 96 | 184 | 88 | 96 |
Profitability (%) | 46.6667 | 48.8372 | 44.5087 | 46.6667 | 48.8372 | 44.5087 |
Ratio Avg Win / Avg Loss | 1.7781 | 1.7159 | 1.8455 | 1.7308 | 1.9743 | 1.5189 |
Largest Winning Trade | 85593 | 85593 | 65078 | 112780 | 112780 | 51944 |
Largest Losing Trade | -13150 | -5126 | -13150 | -32159 | -4762 | -32159 |
Avg Bars in Trades | 71 | 72 | 70 | 71 | 72 | 70 |
Avg Bars in Winners | 83 | 88 | 77 | 83 | 88 | 77 |
Avg Bars in Losers | 61 | 57 | 64 | 61 | 57 | 64 |
Bars Traded | 24690 | 12526 | 12164 | 24690 | 12526 | 12164 |
Profit Streak | 1.1826 | 0 | 1.3249 | 1.1826 | 0 | 1.3249 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426122 | 490761 | 231250 | 400940 | 512162 | -512 |
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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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