Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112819.1996 | 58313.987 | 54505.2126 | 100585.8903 | 71051.4067 | 29534.4835 |
Total P&L (%) | 112.8192 | 58.314 | 54.5052 | 100.5859 | 71.0514 | 29.5345 |
Avg Daily Profit (%) | 0.4332 | 0.2239 | 0.2093 | 0.2676 | 0.2063 | 0.0994 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44766 | -50352 | -49437 | -61639 | -54601 | -84660 |
Profit Factor | 1.295 | 1.3027 | 1.2871 | 1.2134 | 1.3185 | 1.119 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 51.4451 | 52.8736 | 50 | 51.4451 | 52.8736 | 50 |
Ratio Avg Win / Avg Loss | 1.2222 | 1.1611 | 1.2871 | 1.1453 | 1.1752 | 1.119 |
Largest Winning Trade | 33588 | 33588 | 18657 | 26683 | 26683 | 23046 |
Largest Losing Trade | -27276 | -15957 | -27276 | -44745 | -18843 | -44745 |
Avg Bars in Trades | 142 | 149 | 135 | 142 | 149 | 135 |
Avg Bars in Winners | 149 | 161 | 135 | 149 | 161 | 135 |
Avg Bars in Losers | 135 | 135 | 134 | 135 | 135 | 134 |
Bars Traded | 24619 | 12999 | 11620 | 24619 | 12999 | 11620 |
Profit Streak | 6.1734 | 15.8818 | 6.1734 | 6.1734 | 15.8818 | 6.1734 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394152 | 266101 | 203330 | 325268 | 292218 | -154052 |
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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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