Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158940.047 | 102510.0171 | 56430.0299 | 198693.0472 | 132677.8872 | 66015.16 |
Total P&L (%) | 158.94 | 102.51 | 56.43 | 198.693 | 132.6779 | 66.0152 |
Avg Daily Profit (%) | 0.3052 | 0.1968 | 0.1083 | 0.2103 | 0.1623 | 0.0974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52065 | -62069 | -29509 | -146921 | -188587 | -79557 |
Profit Factor | 1.4234 | 1.4593 | 1.3708 | 1.2514 | 1.2807 | 1.2078 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 44.5055 | 41.7582 | 47.2527 | 44.5055 | 41.7582 | 47.2527 |
Ratio Avg Win / Avg Loss | 1.7748 | 2.0353 | 1.5301 | 1.5604 | 1.7863 | 1.3483 |
Largest Winning Trade | 33861 | 33861 | 21473 | 80503 | 80503 | 52435 |
Largest Losing Trade | -13520 | -13520 | -12505 | -42586 | -42586 | -34062 |
Avg Bars in Trades | 135 | 177 | 93 | 135 | 177 | 93 |
Avg Bars in Winners | 202 | 283 | 130 | 202 | 283 | 130 |
Avg Bars in Losers | 81 | 101 | 60 | 81 | 101 | 60 |
Bars Traded | 24671 | 16143 | 8528 | 24671 | 16143 | 8528 |
Profit Streak | 14.1792 | 22.3042 | 0 | 14.1792 | 22.3042 | 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 | 335197 | 241930 | -49570 | 268181 | 192026 | -65666 |
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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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