Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176819.4408 | 99020.5593 | 77798.8815 | 252706.7749 | 128156.877 | 124549.8979 |
Total P&L (%) | 176.8194 | 99.0206 | 77.7989 | 252.7068 | 128.1569 | 124.5499 |
Avg Daily Profit (%) | 0.3395 | 0.1901 | 0.1494 | 0.2423 | 0.1585 | 0.1554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46398 | -48892 | -46141 | -160919 | -162476 | -93604 |
Profit Factor | 1.4348 | 1.481 | 1.3875 | 1.2657 | 1.2626 | 1.2689 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 51.7647 | 50.5882 | 52.9412 | 51.7647 | 50.5882 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.337 | 1.4466 | 1.2333 | 1.1794 | 1.2332 | 1.1279 |
Largest Winning Trade | 22306 | 22306 | 16797 | 49524 | 49524 | 47207 |
Largest Losing Trade | -26538 | -17042 | -26538 | -49512 | -46942 | -49512 |
Avg Bars in Trades | 143 | 156 | 129 | 143 | 156 | 129 |
Avg Bars in Winners | 150 | 158 | 142 | 150 | 158 | 142 |
Avg Bars in Losers | 135 | 155 | 115 | 135 | 155 | 115 |
Bars Traded | 24351 | 13322 | 11029 | 24351 | 13322 | 11029 |
Profit Streak | 1.6165 | 13.9081 | 0 | 1.6165 | 13.9081 | 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 | 282874 | 338551 | 232726 | 215754 | 280768 | 238315 |
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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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