Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165690.6383 | 71732.996 | 93957.6422 | 192370.7242 | 115460.8544 | 76909.8698 |
Total P&L (%) | 165.6906 | 71.733 | 93.9576 | 192.3707 | 115.4609 | 76.9099 |
Avg Daily Profit (%) | 0.3181 | 0.1377 | 0.1804 | 0.2062 | 0.1475 | 0.1096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43650 | -45573 | -32998 | -170477 | -102828 | -134432 |
Profit Factor | 1.4215 | 1.3786 | 1.4615 | 1.2305 | 1.2775 | 1.1838 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 112 | 62 | 50 | 112 | 62 | 50 |
Profitability (%) | 41.9689 | 36.0825 | 47.9167 | 41.9689 | 36.0825 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.9655 | 2.442 | 1.5886 | 1.7015 | 2.263 | 1.2867 |
Largest Winning Trade | 39048 | 39048 | 28223 | 119634 | 119634 | 42144 |
Largest Losing Trade | -19523 | -18984 | -19523 | -49445 | -44141 | -49445 |
Avg Bars in Trades | 126 | 121 | 132 | 126 | 121 | 132 |
Avg Bars in Winners | 205 | 207 | 203 | 205 | 207 | 203 |
Avg Bars in Losers | 70 | 72 | 67 | 70 | 72 | 67 |
Bars Traded | 24481 | 11745 | 12736 | 24481 | 11745 | 12736 |
Profit Streak | 0 | 0 | 18.9086 | 0 | 0 | 18.9086 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 283924 | -13770 | 306666 | 207466 | -1370 | -66142 |
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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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