Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164525.446 | 104587.8435 | 59937.6025 | 202131.373 | 119027.2335 | 83104.1395 |
Total P&L (%) | 164.5254 | 104.5878 | 59.9376 | 202.1314 | 119.0272 | 83.1041 |
Avg Daily Profit (%) | 0.3159 | 0.2008 | 0.1151 | 0.2125 | 0.1506 | 0.1162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47424 | -50818 | -37203 | -181040 | -175218 | -127275 |
Profit Factor | 1.3578 | 1.432 | 1.2754 | 1.1742 | 1.1899 | 1.1557 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 45.8824 | 44.7059 | 47.0588 | 45.8824 | 44.7059 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.6015 | 1.7711 | 1.4348 | 1.3849 | 1.4717 | 1.3002 |
Largest Winning Trade | 37074 | 37074 | 23644 | 66858 | 66858 | 64510 |
Largest Losing Trade | -12574 | -11805 | -12574 | -37699 | -37175 | -37699 |
Avg Bars in Trades | 144 | 143 | 145 | 144 | 143 | 145 |
Avg Bars in Winners | 198 | 195 | 202 | 198 | 195 | 202 |
Avg Bars in Losers | 98 | 101 | 94 | 98 | 101 | 94 |
Bars Traded | 24551 | 12190 | 12361 | 24551 | 12190 | 12361 |
Profit Streak | 5.8978 | 15.4394 | 0 | 5.8978 | 15.4394 | 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 | 344864 | 278867 | -42141 | -21813 | -6354 | -89171 |
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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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