Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142315.3561 | 32345.0703 | 109970.2858 | 133714.9628 | 39841.4563 | 93873.5065 |
Total P&L (%) | 142.3154 | 32.3451 | 109.9703 | 133.715 | 39.8415 | 93.8735 |
Avg Daily Profit (%) | 0.2732 | 0.0621 | 0.2111 | 0.1631 | 0.0644 | 0.1272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84126 | -67218 | -61832 | -88025 | -68169 | -49209 |
Profit Factor | 1.3316 | 1.1578 | 1.4907 | 1.3202 | 1.2062 | 1.4185 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 54.7059 | 54.1176 | 55.2941 | 54.7059 | 54.1176 | 55.2941 |
Ratio Avg Win / Avg Loss | 1.1025 | 0.9816 | 1.2052 | 1.0931 | 1.0226 | 1.1469 |
Largest Winning Trade | 34778 | 19756 | 34778 | 29433 | 27038 | 29433 |
Largest Losing Trade | -22822 | -22749 | -22822 | -30165 | -30165 | -23157 |
Avg Bars in Trades | 145 | 154 | 137 | 145 | 154 | 137 |
Avg Bars in Winners | 130 | 135 | 126 | 130 | 135 | 126 |
Avg Bars in Losers | 164 | 177 | 150 | 164 | 177 | 150 |
Bars Traded | 24818 | 13164 | 11653 | 24818 | 13164 | 11653 |
Profit Streak | 11.983 | 21.0872 | 11.983 | 11.983 | 21.0872 | 11.983 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379528 | -161383 | 337677 | 343144 | -109467 | -21994 |
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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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