Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140000.9689 | 74269.6819 | 65731.2869 | 166934.4348 | 109562.0421 | 57372.3927 |
Total P&L (%) | 140.001 | 74.2697 | 65.7313 | 166.9344 | 109.562 | 57.3724 |
Avg Daily Profit (%) | 0.5376 | 0.2852 | 0.2524 | 0.3777 | 0.2845 | 0.1743 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52443 | -33879 | -63429 | -103006 | -43685 | -96739 |
Profit Factor | 1.3952 | 1.4608 | 1.3405 | 1.296 | 1.4391 | 1.1825 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 49.0798 | 42.6829 | 55.5556 | 49.0798 | 42.6829 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.4476 | 1.9616 | 1.0724 | 1.3446 | 1.9325 | 0.946 |
Largest Winning Trade | 33275 | 33275 | 25703 | 41832 | 41832 | 26557 |
Largest Losing Trade | -28814 | -10802 | -28814 | -48277 | -15939 | -48277 |
Avg Bars in Trades | 151 | 154 | 148 | 151 | 154 | 148 |
Avg Bars in Winners | 192 | 203 | 183 | 192 | 203 | 183 |
Avg Bars in Losers | 111 | 117 | 104 | 111 | 117 | 104 |
Bars Traded | 24632 | 12634 | 11998 | 24632 | 12634 | 11998 |
Profit Streak | 2.2397 | 8.2605 | 0 | 2.2397 | 8.2605 | 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 | 303016 | 121783 | -4517 | 232000 | 116811 | -27530 |
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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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