Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152431.5851 | 88878.7387 | 63552.8464 | 167709.054 | 91141.8187 | 76567.2352 |
Total P&L (%) | 152.4316 | 88.8787 | 63.5528 | 167.7091 | 91.1418 | 76.5672 |
Avg Daily Profit (%) | 0.2927 | 0.1706 | 0.122 | 0.1892 | 0.1245 | 0.1092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55766 | -42612 | -54685 | -163963 | -131360 | -121303 |
Profit Factor | 1.3502 | 1.3929 | 1.304 | 1.1809 | 1.1935 | 1.1679 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 47.5904 | 48.1928 | 46.988 | 47.5904 | 48.1928 | 46.988 |
Ratio Avg Win / Avg Loss | 1.4869 | 1.4973 | 1.4712 | 1.3005 | 1.283 | 1.3176 |
Largest Winning Trade | 25080 | 25080 | 18053 | 47874 | 47874 | 46838 |
Largest Losing Trade | -24408 | -24408 | -22111 | -56395 | -38290 | -56395 |
Avg Bars in Trades | 146 | 158 | 134 | 146 | 158 | 134 |
Avg Bars in Winners | 171 | 183 | 160 | 171 | 183 | 160 |
Avg Bars in Losers | 123 | 135 | 112 | 123 | 135 | 112 |
Bars Traded | 24337 | 13161 | 11176 | 24337 | 13161 | 11176 |
Profit Streak | 5.8312 | 8.4146 | 0 | 5.8312 | 8.4146 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319241 | 255234 | -32503 | -13942 | -35465 | -85101 |
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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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