Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165722.2764 | 102977.8146 | 62744.4618 | 224987.1874 | 173397.3529 | 51589.8344 |
Total P&L (%) | 165.7223 | 102.9778 | 62.7445 | 224.9872 | 173.3974 | 51.5898 |
Avg Daily Profit (%) | 0.3182 | 0.1977 | 0.1205 | 0.2266 | 0.1933 | 0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53052 | -40064 | -41160 | -100484 | -49745 | -130711 |
Profit Factor | 1.408 | 1.5339 | 1.2942 | 1.2942 | 1.5285 | 1.1181 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 59.6685 | 57.1429 | 62.2222 | 59.6685 | 57.1429 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.9517 | 1.1505 | 0.7857 | 0.8748 | 1.1464 | 0.6789 |
Largest Winning Trade | 27491 | 21344 | 27491 | 43687 | 28130 | 43687 |
Largest Losing Trade | -21632 | -21632 | -20540 | -77163 | -29494 | -77163 |
Avg Bars in Trades | 136 | 141 | 131 | 136 | 141 | 131 |
Avg Bars in Winners | 122 | 130 | 115 | 122 | 130 | 115 |
Avg Bars in Losers | 158 | 156 | 159 | 158 | 156 | 159 |
Bars Traded | 24751 | 12875 | 11876 | 24751 | 12875 | 11876 |
Profit Streak | 1.9669 | 30.9461 | 0 | 1.9669 | 30.9461 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 260532 | 386318 | -33302 | 207287 | 383757 | -178776 |
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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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