Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185343.4633 | 110257.7603 | 75085.703 | 279394.0354 | 155514.8029 | 123879.2325 |
Total P&L (%) | 185.3435 | 110.2578 | 75.0857 | 279.394 | 155.5148 | 123.8792 |
Avg Daily Profit (%) | 0.3559 | 0.2117 | 0.1442 | 0.2563 | 0.1803 | 0.1549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56615 | -67679 | -32315 | -156636 | -190059 | -111365 |
Profit Factor | 1.4451 | 1.5221 | 1.3659 | 1.2903 | 1.3116 | 1.2674 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 43.2432 | 40.8602 | 45.6522 | 43.2432 | 40.8602 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.8967 | 2.203 | 1.6261 | 1.6935 | 1.8983 | 1.5088 |
Largest Winning Trade | 37074 | 37074 | 24800 | 68248 | 68248 | 58765 |
Largest Losing Trade | -13301 | -12531 | -13301 | -30899 | -30899 | -29599 |
Avg Bars in Trades | 132 | 138 | 127 | 132 | 138 | 127 |
Avg Bars in Winners | 170 | 174 | 166 | 170 | 174 | 166 |
Avg Bars in Losers | 104 | 113 | 94 | 104 | 113 | 94 |
Bars Traded | 24584 | 12860 | 11724 | 24584 | 12860 | 11724 |
Profit Streak | 6.5974 | 12.7015 | 0 | 6.5974 | 12.7015 | 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 | 341861 | 249351 | -1556 | 277179 | 193371 | 203856 |
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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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