Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140657.8907 | 81009.8728 | 59648.0179 | 144676.8806 | 84694.9483 | 59981.9323 |
Total P&L (%) | 140.6579 | 81.0099 | 59.648 | 144.6769 | 84.6949 | 59.9819 |
Avg Daily Profit (%) | 0.2701 | 0.1555 | 0.1145 | 0.1719 | 0.1179 | 0.0903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57324 | -35321 | -45665 | -181266 | -100230 | -146097 |
Profit Factor | 1.327 | 1.3578 | 1.2928 | 1.153 | 1.1806 | 1.1259 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 50.5435 | 46.7391 | 54.3478 | 50.5435 | 46.7391 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.2985 | 1.5473 | 1.086 | 1.1282 | 1.3453 | 0.9457 |
Largest Winning Trade | 22560 | 20274 | 22560 | 57443 | 40609 | 57443 |
Largest Losing Trade | -26835 | -21685 | -26835 | -92167 | -52462 | -92167 |
Avg Bars in Trades | 132 | 142 | 123 | 132 | 142 | 123 |
Avg Bars in Winners | 130 | 150 | 113 | 130 | 150 | 113 |
Avg Bars in Losers | 135 | 135 | 134 | 135 | 135 | 134 |
Bars Traded | 24432 | 13115 | 11317 | 24432 | 13115 | 11317 |
Profit Streak | 6.2818 | 9.1152 | 0 | 6.2818 | 9.1152 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346589 | 263218 | -41069 | -43674 | -59003 | -157176 |
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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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