Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163447.81 | 41989.7226 | 121458.0874 | 206146.2433 | 65431.4812 | 140714.7621 |
Total P&L (%) | 163.4478 | 41.9897 | 121.4581 | 206.1462 | 65.4315 | 140.7148 |
Avg Daily Profit (%) | 0.3138 | 0.0806 | 0.2332 | 0.2151 | 0.0967 | 0.1688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52647 | -55106 | -36042 | -118470 | -86557 | -138374 |
Profit Factor | 1.3737 | 1.2399 | 1.463 | 1.262 | 1.2197 | 1.2877 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 48.1283 | 42.5532 | 53.7634 | 48.1283 | 42.5532 | 53.7634 |
Ratio Avg Win / Avg Loss | 1.4806 | 1.6739 | 1.2582 | 1.3601 | 1.6466 | 1.1074 |
Largest Winning Trade | 28128 | 23889 | 28128 | 42171 | 42171 | 38043 |
Largest Losing Trade | -17749 | -11653 | -17749 | -59122 | -27515 | -59122 |
Avg Bars in Trades | 132 | 70 | 194 | 132 | 70 | 194 |
Avg Bars in Winners | 140 | 92 | 179 | 140 | 92 | 179 |
Avg Bars in Losers | 124 | 54 | 211 | 124 | 54 | 211 |
Bars Traded | 24740 | 6655 | 18085 | 24740 | 6655 | 18085 |
Profit Streak | 4.0972 | 4.5555 | 0 | 4.0972 | 4.5555 | 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 | 312533 | -89998 | 309535 | 257548 | -66945 | 251144 |
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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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