Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160256.7037 | 72343.0871 | 87913.6165 | 183487.017 | 69956.4674 | 113530.5495 |
Total P&L (%) | 160.2567 | 72.3431 | 87.9136 | 183.487 | 69.9565 | 113.5306 |
Avg Daily Profit (%) | 0.3077 | 0.1389 | 0.1688 | 0.2003 | 0.1019 | 0.1458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82110 | -73635 | -39300 | -181515 | -168335 | -86700 |
Profit Factor | 1.3465 | 1.3231 | 1.3686 | 1.1857 | 1.1436 | 1.2266 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 50.7692 | 46.3918 | 55.102 | 50.7692 | 46.3918 | 55.102 |
Ratio Avg Win / Avg Loss | 1.3057 | 1.5289 | 1.1151 | 1.1498 | 1.3215 | 0.9995 |
Largest Winning Trade | 26102 | 26102 | 19345 | 45339 | 42031 | 45339 |
Largest Losing Trade | -24749 | -19934 | -24749 | -51805 | -46129 | -51805 |
Avg Bars in Trades | 125 | 136 | 115 | 125 | 136 | 115 |
Avg Bars in Winners | 133 | 137 | 130 | 133 | 137 | 130 |
Avg Bars in Losers | 118 | 136 | 96 | 118 | 136 | 96 |
Bars Traded | 24562 | 13256 | 11306 | 24562 | 13256 | 11306 |
Profit Streak | 3.196 | 0 | 19.571 | 3.196 | 0 | 19.571 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305944 | -8537 | 328607 | -9024 | -121746 | 28071 |
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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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