Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126185.495 | 99698.4588 | 26487.0361 | 113252.8111 | 93209.3838 | 20043.4273 |
Total P&L (%) | 126.1855 | 99.6985 | 26.487 | 113.2528 | 93.2094 | 20.0434 |
Avg Daily Profit (%) | 0.2423 | 0.1914 | 0.0509 | 0.1455 | 0.1265 | 0.0351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103883 | -101028 | -31854 | -202160 | -190897 | -68065 |
Profit Factor | 1.352 | 1.458 | 1.1882 | 1.2043 | 1.2794 | 1.0908 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 61.5385 | 63.0952 | 60 | 61.5385 | 63.0952 | 60 |
Ratio Avg Win / Avg Loss | 0.845 | 0.8528 | 0.7921 | 0.7527 | 0.7483 | 0.7272 |
Largest Winning Trade | 30522 | 30522 | 13745 | 36922 | 36922 | 22337 |
Largest Losing Trade | -31166 | -31166 | -18580 | -61687 | -61687 | -19185 |
Avg Bars in Trades | 141 | 233 | 50 | 141 | 233 | 50 |
Avg Bars in Winners | 103 | 161 | 43 | 103 | 161 | 43 |
Avg Bars in Losers | 202 | 356 | 61 | 202 | 356 | 61 |
Bars Traded | 23881 | 19582 | 4299 | 23881 | 19582 | 4299 |
Profit Streak | 18.14 | 18.7025 | 18.14 | 18.14 | 18.7025 | 18.14 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345453 | 308475 | -142397 | 69036 | -24165 | -273997 |
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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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