Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173225.4643 | 62037.6665 | 111187.7978 | 220157.973 | 130367.3842 | 89790.5887 |
Total P&L (%) | 173.2255 | 62.0377 | 111.1878 | 220.158 | 130.3674 | 89.7906 |
Avg Daily Profit (%) | 0.6652 | 0.2382 | 0.427 | 0.4478 | 0.321 | 0.2463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90512 | -33956 | -64877 | -349789 | -111078 | -268561 |
Profit Factor | 1.5028 | 1.3117 | 1.7641 | 1.2505 | 1.3055 | 1.1986 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 60.3093 | 59.7938 | 60.8247 | 60.3093 | 59.7938 | 60.8247 |
Ratio Avg Win / Avg Loss | 0.989 | 0.882 | 1.1362 | 0.823 | 0.8778 | 0.772 |
Largest Winning Trade | 28047 | 28047 | 23551 | 61027 | 52301 | 61027 |
Largest Losing Trade | -49903 | -27147 | -49903 | -204961 | -53800 | -204961 |
Avg Bars in Trades | 127 | 133 | 121 | 127 | 133 | 121 |
Avg Bars in Winners | 97 | 101 | 94 | 97 | 101 | 94 |
Avg Bars in Losers | 172 | 180 | 163 | 172 | 180 | 163 |
Bars Traded | 24664 | 12911 | 11753 | 24664 | 12911 | 11753 |
Profit Streak | 3.7612 | 3.8862 | 3.7612 | 3.7612 | 3.8862 | 3.7612 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456637 | 202272 | 414883 | 334257 | 245472 | 144468 |
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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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