Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165248.8178 | 100868.808 | 64380.0098 | 233692.8289 | 177245.6592 | 56447.1697 |
Total P&L (%) | 165.2488 | 100.8688 | 64.38 | 233.6928 | 177.2457 | 56.4472 |
Avg Daily Profit (%) | 0.3173 | 0.1937 | 0.1236 | 0.2316 | 0.196 | 0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57362 | -38275 | -41650 | -222672 | -100268 | -150286 |
Profit Factor | 1.4408 | 1.5141 | 1.3602 | 1.2591 | 1.3772 | 1.1307 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 43.0108 | 44.086 | 41.9355 | 43.0108 | 44.086 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.909 | 1.9204 | 1.8834 | 1.6683 | 1.7466 | 1.5655 |
Largest Winning Trade | 29015 | 29015 | 23331 | 56024 | 56024 | 48420 |
Largest Losing Trade | -15483 | -9829 | -15483 | -34760 | -34319 | -34760 |
Avg Bars in Trades | 132 | 129 | 136 | 132 | 129 | 136 |
Avg Bars in Winners | 200 | 192 | 209 | 200 | 192 | 209 |
Avg Bars in Losers | 81 | 79 | 83 | 81 | 79 | 83 |
Bars Traded | 24678 | 12017 | 12660 | 24678 | 12017 | 12660 |
Profit Streak | 4.6067 | 19.9192 | 0 | 4.6067 | 19.9192 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313663 | 302862 | -30815 | 247344 | 273440 | -158791 |
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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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