Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118651.3043 | 65918.2146 | 52733.0897 | 97921.7558 | 62158.1968 | 35763.559 |
Total P&L (%) | 118.6513 | 65.9182 | 52.7331 | 97.9218 | 62.1582 | 35.7636 |
Avg Daily Profit (%) | 0.4556 | 0.2531 | 0.2025 | 0.2625 | 0.1858 | 0.1175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79773 | -75793 | -45092 | -93612 | -80503 | -70322 |
Profit Factor | 1.2699 | 1.2917 | 1.2469 | 1.2071 | 1.2666 | 1.1492 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 45.3488 | 44.186 | 46.5116 | 45.3488 | 44.186 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.5304 | 1.6316 | 1.4339 | 1.4547 | 1.5999 | 1.3216 |
Largest Winning Trade | 29422 | 29422 | 18234 | 25894 | 25894 | 22186 |
Largest Losing Trade | -19757 | -15575 | -19757 | -30212 | -16634 | -30212 |
Avg Bars in Trades | 142 | 152 | 133 | 142 | 152 | 133 |
Avg Bars in Winners | 173 | 180 | 166 | 173 | 180 | 166 |
Avg Bars in Losers | 117 | 129 | 105 | 117 | 129 | 105 |
Bars Traded | 24561 | 13075 | 11485 | 24561 | 13075 | 11485 |
Profit Streak | 4.4701 | 0 | 9.9806 | 4.4701 | 0 | 9.9806 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314373 | 178798 | 154007 | 201125 | 143530 | -97147 |
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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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