Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177896.07 | 77830.9474 | 100065.1226 | 212122.6119 | 127105.8726 | 85016.7393 |
Total P&L (%) | 177.8961 | 77.8309 | 100.0651 | 212.1226 | 127.1059 | 85.0167 |
Avg Daily Profit (%) | 0.3416 | 0.1494 | 0.1921 | 0.2188 | 0.1576 | 0.1182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58190 | -59958 | -50585 | -206512 | -115559 | -190057 |
Profit Factor | 1.3829 | 1.3387 | 1.4261 | 1.2367 | 1.3005 | 1.1796 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 47.929 | 44.0476 | 51.7647 | 47.929 | 44.0476 | 51.7647 |
Ratio Avg Win / Avg Loss | 1.5024 | 1.7006 | 1.3289 | 1.3435 | 1.652 | 1.0992 |
Largest Winning Trade | 46691 | 46691 | 19884 | 72508 | 72508 | 52640 |
Largest Losing Trade | -25567 | -25567 | -16706 | -72452 | -42996 | -72452 |
Avg Bars in Trades | 145 | 156 | 134 | 145 | 156 | 134 |
Avg Bars in Winners | 172 | 195 | 153 | 172 | 195 | 153 |
Avg Bars in Losers | 120 | 126 | 113 | 120 | 126 | 113 |
Bars Traded | 24576 | 13163 | 11413 | 24576 | 13163 | 11413 |
Profit Streak | 6.4167 | 0 | 13.7501 | 6.4167 | 0 | 13.7501 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386456 | 167775 | 317468 | 276503 | 188772 | -57742 |
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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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