Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133646.0272 | 75945.3311 | 57700.6961 | 148536.6177 | 102983.208 | 45553.4097 |
Total P&L (%) | 133.646 | 75.9453 | 57.7007 | 148.5366 | 102.9832 | 45.5534 |
Avg Daily Profit (%) | 1.5395 | 0.8748 | 0.6647 | 1.0543 | 0.8189 | 0.4333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48269 | -23587 | -33222 | -52279 | -25836 | -35309 |
Profit Factor | 1.4854 | 1.5558 | 1.416 | 1.5074 | 1.7396 | 1.2968 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Losing Trades | 151 | 74 | 77 | 151 | 74 | 77 |
Profitability (%) | 50.165 | 50.9934 | 49.3421 | 50.165 | 50.9934 | 49.3421 |
Ratio Avg Win / Avg Loss | 1.4756 | 1.4952 | 1.4538 | 1.4975 | 1.6718 | 1.3314 |
Largest Winning Trade | 78086 | 78086 | 58040 | 104593 | 104593 | 49191 |
Largest Losing Trade | -9770 | -6220 | -9770 | -18922 | -5646 | -18922 |
Avg Bars in Trades | 81 | 82 | 80 | 81 | 82 | 80 |
Avg Bars in Winners | 75 | 80 | 70 | 75 | 80 | 70 |
Avg Bars in Losers | 87 | 84 | 90 | 87 | 84 | 90 |
Bars Traded | 24747 | 12498 | 12249 | 24747 | 12498 | 12249 |
Profit Streak | 0 | 2.3061 | 0 | 0 | 2.3061 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513626 | 429365 | 345745 | 503304 | 487035 | 215623 |
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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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