Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158153.9667 | 46523.594 | 111630.3727 | 179146.7245 | 79875.6997 | 99271.0248 |
Total P&L (%) | 158.154 | 46.5236 | 111.6304 | 179.1467 | 79.8757 | 99.271 |
Avg Daily Profit (%) | 0.3037 | 0.0893 | 0.2143 | 0.1973 | 0.1128 | 0.1325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69972 | -56313 | -44869 | -148857 | -53537 | -108381 |
Profit Factor | 1.4382 | 1.2517 | 1.6341 | 1.2987 | 1.2885 | 1.3074 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 52.071 | 50.5882 | 53.5714 | 52.071 | 50.5882 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.3238 | 1.2226 | 1.4163 | 1.1954 | 1.2585 | 1.1331 |
Largest Winning Trade | 33343 | 33343 | 28956 | 42529 | 41761 | 42529 |
Largest Losing Trade | -29527 | -28602 | -29527 | -61648 | -35317 | -61648 |
Avg Bars in Trades | 145 | 147 | 143 | 145 | 147 | 143 |
Avg Bars in Winners | 111 | 114 | 108 | 111 | 114 | 108 |
Avg Bars in Losers | 182 | 180 | 184 | 182 | 180 | 184 |
Bars Traded | 24594 | 12525 | 12068 | 24594 | 12525 | 12068 |
Profit Streak | 1.4914 | 3.7831 | 0 | 1.4914 | 3.7831 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 269977 | -76798 | 334491 | 206551 | -43650 | -16482 |
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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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