Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189847.2877 | 104759.7967 | 85087.491 | 340555.0544 | 225099.0555 | 115455.9989 |
Total P&L (%) | 189.8473 | 104.7598 | 85.0875 | 340.5551 | 225.0991 | 115.456 |
Avg Daily Profit (%) | 0.729 | 0.4023 | 0.3267 | 0.571 | 0.4537 | 0.2952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39249 | -26494 | -30813 | -106837 | -76680 | -81988 |
Profit Factor | 1.4435 | 1.4911 | 1.3963 | 1.3102 | 1.415 | 1.2079 |
Total Trades | 369 | 185 | 184 | 369 | 185 | 184 |
Winning Trades | 151 | 81 | 70 | 151 | 81 | 70 |
Losing Trades | 218 | 104 | 114 | 218 | 104 | 114 |
Profitability (%) | 40.9214 | 43.7838 | 38.0435 | 40.9214 | 43.7838 | 38.0435 |
Ratio Avg Win / Avg Loss | 2.084 | 1.9145 | 2.2739 | 1.8916 | 1.8168 | 1.9672 |
Largest Winning Trade | 56776 | 56776 | 23106 | 118098 | 118098 | 40699 |
Largest Losing Trade | -11747 | -10924 | -11747 | -34904 | -23520 | -34904 |
Avg Bars in Trades | 67 | 66 | 67 | 67 | 66 | 67 |
Avg Bars in Winners | 107 | 99 | 117 | 107 | 99 | 117 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 24756 | 12356 | 12400 | 24756 | 12356 | 12400 |
Profit Streak | 2.4006 | 2.4006 | 3.2235 | 2.4006 | 2.4006 | 3.2235 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359521 | 237787 | 140867 | 281597 | 236880 | 89728 |
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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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