Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165272.5072 | 73721.2842 | 91551.223 | 238051.4312 | 126729.4076 | 111322.0236 |
Total P&L (%) | 165.2725 | 73.7213 | 91.5512 | 238.0514 | 126.7294 | 111.322 |
Avg Daily Profit (%) | 0.3173 | 0.1415 | 0.1758 | 0.2341 | 0.1573 | 0.1438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46086 | -36883 | -36154 | -213828 | -106162 | -146551 |
Profit Factor | 1.4415 | 1.386 | 1.4994 | 1.2201 | 1.235 | 1.2052 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 46.0733 | 45.2632 | 46.875 | 46.0733 | 45.2632 | 46.875 |
Ratio Avg Win / Avg Loss | 1.6872 | 1.6761 | 1.6993 | 1.428 | 1.4935 | 1.3659 |
Largest Winning Trade | 28473 | 28473 | 24587 | 66089 | 66089 | 57334 |
Largest Losing Trade | -16677 | -9301 | -16677 | -45513 | -30677 | -45513 |
Avg Bars in Trades | 129 | 123 | 134 | 129 | 123 | 134 |
Avg Bars in Winners | 187 | 177 | 198 | 187 | 177 | 198 |
Avg Bars in Losers | 78 | 78 | 79 | 78 | 78 | 79 |
Bars Traded | 24654 | 11701 | 12954 | 24654 | 11701 | 12954 |
Profit Streak | 7.5238 | 9.253 | 7.5238 | 7.5238 | 9.253 | 7.5238 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403188 | -3957 | 319921 | 288874 | 192372 | -2561 |
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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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