Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89351.6236 | 49780.1391 | 39571.4845 | 75082.0128 | 78732.6179 | -3650.605 |
Total P&L (%) | 89.3516 | 49.7801 | 39.5715 | 75.082 | 78.7326 | -3.6506 |
Avg Daily Profit (%) | 0.3431 | 0.1912 | 0.152 | 0.2153 | 0.2232 | -0.0143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45048 | -36759 | -42803 | -88360 | -36062 | -87934 |
Profit Factor | 1.2764 | 1.3383 | 1.2247 | 1.159 | 1.3951 | 0.9866 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Losing Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Profitability (%) | 43.6047 | 50 | 37.2093 | 43.6047 | 50 | 37.2093 |
Ratio Avg Win / Avg Loss | 1.6508 | 1.3383 | 2.0667 | 1.499 | 1.3951 | 1.6649 |
Largest Winning Trade | 30305 | 30305 | 24716 | 37896 | 37896 | 29066 |
Largest Losing Trade | -14462 | -14462 | -11263 | -21000 | -15229 | -21000 |
Avg Bars in Trades | 143 | 140 | 147 | 143 | 140 | 147 |
Avg Bars in Winners | 202 | 176 | 236 | 202 | 176 | 236 |
Avg Bars in Losers | 98 | 103 | 94 | 98 | 103 | 94 |
Bars Traded | 24717 | 12044 | 12672 | 24717 | 12044 | 12672 |
Profit Streak | 5.5421 | 5.9484 | 5.5421 | 5.5421 | 5.9484 | 5.5421 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306352 | 214603 | -303 | -39262 | 285676 | -583988 |
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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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