Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184200.2544 | 102717.4755 | 81482.7789 | 286578.8104 | 193442.2309 | 93136.5795 |
Total P&L (%) | 184.2003 | 102.7175 | 81.4828 | 286.5788 | 193.4422 | 93.1366 |
Avg Daily Profit (%) | 0.3537 | 0.1972 | 0.1564 | 0.26 | 0.2069 | 0.1265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63928 | -30725 | -56059 | -247467 | -103299 | -196238 |
Profit Factor | 1.4714 | 1.5138 | 1.4271 | 1.2736 | 1.3968 | 1.1663 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 50.2924 | 46.5116 | 54.1176 | 50.2924 | 46.5116 | 54.1176 |
Ratio Avg Win / Avg Loss | 1.4543 | 1.7409 | 1.2099 | 1.2588 | 1.6064 | 0.9888 |
Largest Winning Trade | 23436 | 19438 | 23436 | 65748 | 57054 | 65748 |
Largest Losing Trade | -29023 | -18039 | -29023 | -86694 | -33382 | -86694 |
Avg Bars in Trades | 142 | 151 | 133 | 142 | 151 | 133 |
Avg Bars in Winners | 134 | 153 | 117 | 134 | 153 | 117 |
Avg Bars in Losers | 151 | 150 | 153 | 151 | 150 | 153 |
Bars Traded | 24415 | 13037 | 11377 | 24415 | 13037 | 11377 |
Profit Streak | 6.9251 | 10.9876 | 0 | 6.9251 | 10.9876 | 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 | 400167 | 305673 | 278908 | 327809 | 282923 | -63786 |
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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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