Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175771.207 | 77904.1608 | 97867.0462 | 214822.99 | 98339.6715 | 116483.3185 |
Total P&L (%) | 175.7712 | 77.9042 | 97.867 | 214.823 | 98.3397 | 116.4833 |
Avg Daily Profit (%) | 0.3375 | 0.1496 | 0.1879 | 0.2204 | 0.1316 | 0.1484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49744 | -42015 | -25681 | -171220 | -133161 | -86935 |
Profit Factor | 1.4144 | 1.3478 | 1.4887 | 1.2286 | 1.194 | 1.2691 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 43.3962 | 41.25 | 45.5696 | 43.3962 | 41.25 | 45.5696 |
Ratio Avg Win / Avg Loss | 1.8448 | 1.9197 | 1.7782 | 1.6025 | 1.7005 | 1.5158 |
Largest Winning Trade | 33993 | 33993 | 29802 | 92334 | 92334 | 58501 |
Largest Losing Trade | -14601 | -10124 | -14601 | -40241 | -39886 | -40241 |
Avg Bars in Trades | 154 | 150 | 158 | 154 | 150 | 158 |
Avg Bars in Winners | 210 | 199 | 220 | 210 | 199 | 220 |
Avg Bars in Losers | 110 | 115 | 105 | 110 | 115 | 105 |
Bars Traded | 24486 | 12000 | 12486 | 24486 | 12000 | 12486 |
Profit Streak | 0 | 0 | 20.9907 | 0 | 0 | 20.9907 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301898 | -15312 | -18328 | 225013 | -46830 | -22127 |
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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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