Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144921.8219 | 92683.1745 | 52238.6473 | 149741.6102 | 111524.8732 | 38216.7369 |
Total P&L (%) | 144.9218 | 92.6832 | 52.2386 | 149.7416 | 111.5249 | 38.2167 |
Avg Daily Profit (%) | 0.2783 | 0.178 | 0.1003 | 0.1759 | 0.1439 | 0.0622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92570 | -58562 | -62433 | -65989 | -47735 | -60350 |
Profit Factor | 1.3883 | 1.5278 | 1.2644 | 1.3722 | 1.7015 | 1.1571 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 59.0361 | 57.8313 | 60.241 | 59.0361 | 57.8313 | 60.241 |
Ratio Avg Win / Avg Loss | 0.9633 | 1.114 | 0.8345 | 0.9522 | 1.2407 | 0.7637 |
Largest Winning Trade | 29307 | 29307 | 27696 | 24634 | 19296 | 24634 |
Largest Losing Trade | -31285 | -31285 | -23489 | -50051 | -27915 | -50051 |
Avg Bars in Trades | 148 | 156 | 141 | 148 | 156 | 141 |
Avg Bars in Winners | 120 | 121 | 120 | 120 | 121 | 120 |
Avg Bars in Losers | 189 | 205 | 171 | 189 | 205 | 171 |
Bars Traded | 24715 | 13002 | 11712 | 24715 | 13002 | 11712 |
Profit Streak | 5.9969 | 0 | 6.0178 | 5.9969 | 0 | 6.0178 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338994 | 324827 | -60657 | 303959 | 48571 | -160318 |
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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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