Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176747.924 | 129860.7574 | 46887.1667 | 132493.1829 | 100943.4634 | 31549.7195 |
Total P&L (%) | 176.7479 | 129.8608 | 46.8872 | 132.4932 | 100.9435 | 31.5497 |
Avg Daily Profit (%) | 0.3394 | 0.2493 | 0.09 | 0.1621 | 0.1341 | 0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54234 | -42811 | -62432 | -119530 | -109581 | -75518 |
Profit Factor | 1.3584 | 1.5811 | 1.1739 | 1.1608 | 1.2531 | 1.0742 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 44.6927 | 42.2222 | 47.191 | 44.6927 | 42.2222 | 47.191 |
Ratio Avg Win / Avg Loss | 1.6811 | 2.1636 | 1.3137 | 1.4365 | 1.7147 | 1.2021 |
Largest Winning Trade | 66093 | 66093 | 38902 | 96391 | 96391 | 65515 |
Largest Losing Trade | -25699 | -10270 | -25699 | -35194 | -26561 | -35194 |
Avg Bars in Trades | 136 | 126 | 146 | 136 | 126 | 146 |
Avg Bars in Winners | 164 | 152 | 175 | 164 | 152 | 175 |
Avg Bars in Losers | 114 | 108 | 121 | 114 | 108 | 121 |
Bars Traded | 24483 | 11418 | 13065 | 24483 | 11418 | 13065 |
Profit Streak | 8.4832 | 17.6916 | 0 | 8.4832 | 17.6916 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336250 | 306879 | -105593 | -37408 | -15556 | -266460 |
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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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