Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166197.913 | 103738.218 | 62459.695 | 212557.7286 | 140244.8172 | 72312.9114 |
Total P&L (%) | 166.1979 | 103.7382 | 62.4597 | 212.5577 | 140.2448 | 72.3129 |
Avg Daily Profit (%) | 0.3191 | 0.1992 | 0.1199 | 0.219 | 0.1684 | 0.1045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70856 | -57921 | -37612 | -149109 | -159284 | -118084 |
Profit Factor | 1.3622 | 1.4289 | 1.2879 | 1.2307 | 1.2887 | 1.166 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Profitability (%) | 43.5644 | 43.5644 | 43.5644 | 43.5644 | 43.5644 | 43.5644 |
Ratio Avg Win / Avg Loss | 1.7647 | 1.851 | 1.6684 | 1.5943 | 1.6695 | 1.5105 |
Largest Winning Trade | 27905 | 27905 | 26147 | 59991 | 59991 | 42382 |
Largest Losing Trade | -13418 | -10468 | -13418 | -31910 | -28871 | -31910 |
Avg Bars in Trades | 122 | 124 | 120 | 122 | 124 | 120 |
Avg Bars in Winners | 175 | 177 | 173 | 175 | 177 | 173 |
Avg Bars in Losers | 81 | 84 | 79 | 81 | 84 | 79 |
Bars Traded | 24737 | 12610 | 12127 | 24737 | 12610 | 12127 |
Profit Streak | 6.7567 | 23.0276 | 0 | 6.7567 | 23.0276 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319929 | 277401 | -35647 | 260212 | 237104 | -93619 |
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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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