Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143877.3735 | 36147.8811 | 107729.4925 | 145404.4734 | 46413.6574 | 98990.8161 |
Total P&L (%) | 143.8774 | 36.1479 | 107.7295 | 145.4045 | 46.4137 | 98.9908 |
Avg Daily Profit (%) | 0.2762 | 0.0694 | 0.2068 | 0.1725 | 0.0732 | 0.1322 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64115 | -76495 | -53572 | -97793 | -84476 | -80688 |
Profit Factor | 1.3168 | 1.1529 | 1.4947 | 1.2413 | 1.1558 | 1.3249 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 48.9011 | 47.2527 | 50.5495 | 48.9011 | 47.2527 | 50.5495 |
Ratio Avg Win / Avg Loss | 1.376 | 1.287 | 1.4622 | 1.2971 | 1.2902 | 1.2961 |
Largest Winning Trade | 19416 | 19416 | 18800 | 33858 | 23113 | 33858 |
Largest Losing Trade | -26139 | -22677 | -26139 | -42838 | -24029 | -42838 |
Avg Bars in Trades | 135 | 146 | 124 | 135 | 146 | 124 |
Avg Bars in Winners | 143 | 136 | 150 | 143 | 136 | 150 |
Avg Bars in Losers | 128 | 156 | 99 | 128 | 156 | 99 |
Bars Traded | 24735 | 13367 | 11367 | 24735 | 13367 | 11367 |
Profit Streak | 16.7319 | 16.7319 | 16.8778 | 16.7319 | 16.7319 | 16.8778 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356264 | -156545 | 331646 | 307743 | -147354 | -16042 |
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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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