Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168128.2916 | 61373.4369 | 106754.8547 | 224424.4662 | 115004.4222 | 109420.044 |
Total P&L (%) | 168.1283 | 61.3734 | 106.7549 | 224.4245 | 115.0044 | 109.42 |
Avg Daily Profit (%) | 0.6456 | 0.2357 | 0.4099 | 0.4529 | 0.2944 | 0.2842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40934 | -35298 | -50072 | -159333 | -50162 | -179418 |
Profit Factor | 1.6644 | 1.5355 | 1.7711 | 1.3279 | 1.4632 | 1.2508 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 61.8182 | 57.8313 | 65.8537 | 61.8182 | 57.8313 | 65.8537 |
Ratio Avg Win / Avg Loss | 1.028 | 1.1197 | 0.9184 | 0.8202 | 1.0669 | 0.6486 |
Largest Winning Trade | 50258 | 44501 | 50258 | 65136 | 65136 | 49239 |
Largest Losing Trade | -32028 | -31988 | -32028 | -114416 | -36042 | -114416 |
Avg Bars in Trades | 145 | 64 | 228 | 145 | 64 | 228 |
Avg Bars in Winners | 95 | 59 | 127 | 95 | 59 | 127 |
Avg Bars in Losers | 227 | 71 | 421 | 227 | 71 | 421 |
Bars Traded | 24048 | 5338 | 18710 | 24048 | 5338 | 18710 |
Profit Streak | 1.2787 | 1.3829 | 0 | 1.2787 | 1.3829 | 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 | 423905 | 199789 | 233115 | 240278 | 222651 | 105734 |
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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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