Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183191.6777 | 114518.1758 | 68673.502 | 258830.1104 | 163011.7949 | 95818.3155 |
Total P&L (%) | 183.1917 | 114.5182 | 68.6735 | 258.8301 | 163.0118 | 95.8183 |
Avg Daily Profit (%) | 0.3517 | 0.2199 | 0.1319 | 0.2456 | 0.1858 | 0.1291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49509 | -40219 | -41764 | -97796 | -82672 | -54043 |
Profit Factor | 1.302 | 1.3845 | 1.2224 | 1.2794 | 1.3566 | 1.2042 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 159 | 81 | 78 | 159 | 81 | 78 |
Losing Trades | 175 | 86 | 89 | 175 | 86 | 89 |
Profitability (%) | 47.6048 | 48.503 | 46.7066 | 47.6048 | 48.503 | 46.7066 |
Ratio Avg Win / Avg Loss | 1.433 | 1.47 | 1.3947 | 1.4081 | 1.4403 | 1.374 |
Largest Winning Trade | 25864 | 25864 | 25199 | 44741 | 33743 | 44741 |
Largest Losing Trade | -19679 | -17361 | -19679 | -35225 | -35225 | -24411 |
Avg Bars in Trades | 73 | 79 | 67 | 73 | 79 | 67 |
Avg Bars in Winners | 91 | 94 | 88 | 91 | 94 | 88 |
Avg Bars in Losers | 57 | 65 | 49 | 57 | 65 | 49 |
Bars Traded | 24589 | 13331 | 11258 | 24589 | 13331 | 11258 |
Profit Streak | 4.0527 | 4.3027 | 0 | 4.0527 | 4.3027 | 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 | 327203 | 274382 | -19010 | 289587 | 257768 | -22690 |
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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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