Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210299.835 | 73619.8595 | 136679.9756 | 450569.5357 | 185198.6274 | 265370.9083 |
Total P&L (%) | 210.2998 | 73.6199 | 136.68 | 450.5695 | 185.1986 | 265.3709 |
Avg Daily Profit (%) | 0.8075 | 0.2827 | 0.5248 | 0.6572 | 0.4032 | 0.4988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38367 | -33583 | -27469 | -202896 | -89166 | -143663 |
Profit Factor | 1.4736 | 1.3213 | 1.636 | 1.3998 | 1.3367 | 1.46 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Losing Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Profitability (%) | 43.9873 | 44.3038 | 43.6709 | 43.9873 | 44.3038 | 43.6709 |
Ratio Avg Win / Avg Loss | 1.8765 | 1.6611 | 2.1101 | 1.7825 | 1.6805 | 1.8831 |
Largest Winning Trade | 28160 | 26741 | 28160 | 120974 | 69921 | 120974 |
Largest Losing Trade | -13582 | -8102 | -13582 | -62888 | -32267 | -62888 |
Avg Bars in Trades | 78 | 82 | 73 | 78 | 82 | 73 |
Avg Bars in Winners | 113 | 117 | 108 | 113 | 117 | 108 |
Avg Bars in Losers | 50 | 54 | 46 | 50 | 54 | 46 |
Bars Traded | 24672 | 13041 | 11631 | 24672 | 13041 | 11631 |
Profit Streak | 1.633 | 0 | 5.9872 | 1.633 | 0 | 5.9872 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379107 | 227329 | 413905 | 318691 | 267815 | 372584 |
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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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