Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167659.1423 | 109689.2736 | 57969.8687 | 215361.2096 | 173638.0078 | 41723.2017 |
Total P&L (%) | 167.6591 | 109.6893 | 57.9699 | 215.3612 | 173.638 | 41.7232 |
Avg Daily Profit (%) | 0.3219 | 0.2106 | 0.1113 | 0.2208 | 0.1935 | 0.067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72303 | -39705 | -68934 | -164465 | -105253 | -152826 |
Profit Factor | 1.3908 | 1.5029 | 1.2748 | 1.2344 | 1.3948 | 1.0871 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 49.0798 | 50 | 48.1481 | 49.0798 | 50 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.4429 | 1.5029 | 1.3729 | 1.2807 | 1.3948 | 1.1707 |
Largest Winning Trade | 28349 | 28349 | 16101 | 52916 | 52916 | 40169 |
Largest Losing Trade | -18644 | -18297 | -18644 | -56076 | -40885 | -56076 |
Avg Bars in Trades | 150 | 161 | 139 | 150 | 161 | 139 |
Avg Bars in Winners | 183 | 198 | 168 | 183 | 198 | 168 |
Avg Bars in Losers | 118 | 124 | 112 | 118 | 124 | 112 |
Bars Traded | 24515 | 13214 | 11300 | 24515 | 13214 | 11300 |
Profit Streak | 5.2835 | 24.5335 | 0 | 5.2835 | 24.5335 | 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 | 357833 | 238491 | -58521 | 292313 | 169421 | -243521 |
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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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