Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82840.929 | 71406.7441 | 11434.1849 | 112264.2486 | 85238.6296 | 27025.619 |
Total P&L (%) | 82.8409 | 71.4067 | 11.4342 | 112.2642 | 85.2386 | 27.0256 |
Avg Daily Profit (%) | 4.7719 | 4.1133 | 0.6587 | 4.431 | 3.6149 | 1.3875 |
Buy And Hold Return (%) | 67.214 | 67.214 | 67.214 | 67.214 | 67.214 | 67.214 |
Max Trade Drawdown | -18761 | -18239 | -11051 | -32176 | -33429 | -10626 |
Profit Factor | 2.0083 | 2.2034 | 1.5009 | 1.9108 | 1.9068 | 1.9237 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Losing Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Profitability (%) | 52.1978 | 56.044 | 48.3516 | 52.1978 | 56.044 | 48.3516 |
Ratio Avg Win / Avg Loss | 1.8391 | 1.7282 | 1.6033 | 1.7499 | 1.4955 | 2.0549 |
Largest Winning Trade | 26548 | 26548 | 3940 | 26276 | 26276 | 5358 |
Largest Losing Trade | -9997 | -9997 | -2066 | -21238 | -21238 | -3909 |
Avg Bars in Trades | 135 | 238 | 32 | 135 | 238 | 32 |
Avg Bars in Winners | 108 | 177 | 29 | 108 | 177 | 29 |
Avg Bars in Losers | 164 | 317 | 34 | 164 | 317 | 34 |
Bars Traded | 24665 | 21743 | 2922 | 24665 | 21743 | 2922 |
Profit Streak | 7.3259 | 7.3259 | 7.3398 | 7.3259 | 7.3259 | 7.3398 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73310 | -126780 | -152762 | 390971 | -64774 | -150091 |
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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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