Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152850.4073 | 80726.1284 | 72124.279 | 199362.5889 | 105592.8967 | 93769.6922 |
Total P&L (%) | 152.8504 | 80.7261 | 72.1243 | 199.3626 | 105.5929 | 93.7697 |
Avg Daily Profit (%) | 0.2935 | 0.155 | 0.1385 | 0.2107 | 0.1385 | 0.1271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58338 | -59825 | -20133 | -151160 | -153420 | -47045 |
Profit Factor | 1.4251 | 1.4169 | 1.4347 | 1.2451 | 1.2414 | 1.2495 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 44.2424 | 42.6829 | 45.7831 | 44.2424 | 42.6829 | 45.7831 |
Ratio Avg Win / Avg Loss | 1.796 | 1.9026 | 1.699 | 1.5692 | 1.667 | 1.4797 |
Largest Winning Trade | 35535 | 35535 | 22381 | 58941 | 58941 | 50248 |
Largest Losing Trade | -12937 | -9957 | -12937 | -29122 | -29122 | -26027 |
Avg Bars in Trades | 148 | 140 | 157 | 148 | 140 | 157 |
Avg Bars in Winners | 235 | 223 | 246 | 235 | 223 | 246 |
Avg Bars in Losers | 80 | 78 | 82 | 80 | 78 | 82 |
Bars Traded | 24564 | 11513 | 13051 | 24564 | 11513 | 13051 |
Profit Streak | 0 | 11.6231 | 0 | 0 | 11.6231 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303698 | 68504 | -8688 | 238653 | -14577 | -26118 |
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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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