Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188833.6982 | 113785.6118 | 75048.0864 | 299275.9496 | 196226.7475 | 103049.2021 |
Total P&L (%) | 188.8337 | 113.7856 | 75.0481 | 299.276 | 196.2267 | 103.0492 |
Avg Daily Profit (%) | 0.3626 | 0.2185 | 0.1441 | 0.2662 | 0.2087 | 0.1361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48691 | -59360 | -30040 | -131121 | -157302 | -128722 |
Profit Factor | 1.4696 | 1.5393 | 1.3926 | 1.3179 | 1.4004 | 1.2284 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 42.3729 | 40.4494 | 44.3182 | 42.3729 | 40.4494 | 44.3182 |
Ratio Avg Win / Avg Loss | 1.9986 | 2.2662 | 1.7497 | 1.7924 | 2.0617 | 1.5433 |
Largest Winning Trade | 36807 | 36807 | 23922 | 70585 | 70585 | 54850 |
Largest Losing Trade | -13809 | -11412 | -13809 | -31776 | -28295 | -31776 |
Avg Bars in Trades | 138 | 142 | 135 | 138 | 142 | 135 |
Avg Bars in Winners | 183 | 182 | 184 | 183 | 182 | 184 |
Avg Bars in Losers | 105 | 115 | 95 | 105 | 115 | 95 |
Bars Traded | 24565 | 12668 | 11897 | 24565 | 12668 | 11897 |
Profit Streak | 7.3209 | 13.4459 | 0 | 7.3209 | 13.4459 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335326 | 248957 | -2018 | 272305 | 215407 | -13702 |
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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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