Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173507.8364 | 83923.5624 | 89584.274 | 285806.6349 | 100123.8142 | 185682.8207 |
Total P&L (%) | 173.5078 | 83.9236 | 89.5843 | 285.8066 | 100.1238 | 185.6828 |
Avg Daily Profit (%) | 0.2621 | 0.1268 | 0.1353 | 0.2041 | 0.1048 | 0.1587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33036 | -42100 | -29469 | -127961 | -153440 | -40636 |
Profit Factor | 1.586 | 1.5739 | 1.5979 | 1.4704 | 1.3097 | 1.6531 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 43.75 | 38.75 | 48.75 | 43.75 | 38.75 | 48.75 |
Ratio Avg Win / Avg Loss | 2.0392 | 2.4877 | 1.6798 | 1.8905 | 2.0702 | 1.7379 |
Largest Winning Trade | 32927 | 32927 | 27763 | 71386 | 71386 | 57512 |
Largest Losing Trade | -15405 | -9895 | -15405 | -37093 | -37093 | -27607 |
Avg Bars in Trades | 95 | 93 | 97 | 95 | 93 | 97 |
Avg Bars in Winners | 152 | 152 | 151 | 152 | 152 | 151 |
Avg Bars in Losers | 51 | 56 | 45 | 51 | 56 | 45 |
Bars Traded | 15295 | 7483 | 7812 | 15295 | 7483 | 7812 |
Profit Streak | 404.1009 | 407.2675 | 0 | 404.1009 | 407.2675 | 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 | 358822 | -44296 | -29446 | 315562 | -75131 | -9666 |
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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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