Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151141.8538 | 81309.0259 | 69832.8279 | 189789.887 | 98845.3361 | 90944.5509 |
Total P&L (%) | 151.1419 | 81.309 | 69.8328 | 189.7899 | 98.8453 | 90.9446 |
Avg Daily Profit (%) | 0.2902 | 0.1561 | 0.1341 | 0.2045 | 0.1321 | 0.1243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47228 | -59610 | -20982 | -98591 | -131409 | -63636 |
Profit Factor | 1.4055 | 1.3989 | 1.4134 | 1.2563 | 1.2378 | 1.28 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 44.5122 | 41.4634 | 47.561 | 44.5122 | 41.4634 | 47.561 |
Ratio Avg Win / Avg Loss | 1.752 | 1.975 | 1.5583 | 1.5661 | 1.7475 | 1.4113 |
Largest Winning Trade | 33497 | 33497 | 21649 | 48844 | 48844 | 41812 |
Largest Losing Trade | -13514 | -12042 | -13514 | -25723 | -25723 | -21371 |
Avg Bars in Trades | 149 | 141 | 157 | 149 | 141 | 157 |
Avg Bars in Winners | 219 | 217 | 221 | 219 | 217 | 221 |
Avg Bars in Losers | 92 | 87 | 99 | 92 | 87 | 99 |
Bars Traded | 24477 | 11597 | 12880 | 24477 | 11597 | 12880 |
Profit Streak | 6.3167 | 7.6084 | 6.3167 | 6.3167 | 7.6084 | 6.3167 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343939 | 49566 | -17439 | 284751 | -23578 | -32439 |
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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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