Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176549.132 | 81352.6966 | 95196.4354 | 136132.5345 | 123181.9939 | 12950.5406 |
Total P&L (%) | 176.5491 | 81.3527 | 95.1964 | 136.1325 | 123.182 | 12.9505 |
Avg Daily Profit (%) | 0.1918 | 0.0884 | 0.1034 | 0.0934 | 0.0873 | 0.0132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58057 | -76734 | -71401 | -196518 | -52583 | -187047 |
Profit Factor | 1.3424 | 1.352 | 1.3347 | 1.2163 | 1.5214 | 1.0329 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 56.8862 | 54.2169 | 59.5238 | 56.8862 | 54.2169 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.0174 | 1.1417 | 0.9076 | 0.9218 | 1.2847 | 0.7024 |
Largest Winning Trade | 31172 | 23181 | 31172 | 56516 | 56516 | 50983 |
Largest Losing Trade | -45906 | -25661 | -45906 | -155010 | -33042 | -155010 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Losers | 23 | 19 | 29 | 23 | 19 | 29 |
Bars Traded | 3426 | 1585 | 1841 | 3426 | 1585 | 1841 |
Profit Streak | 9.0369 | 0 | 37.0369 | 9.0369 | 0 | 37.0369 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381883 | -74041 | -53353 | -67638 | -74507 | -432214 |
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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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