Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224231.5226 | 133651.2018 | 90580.3208 | 429067.923 | 218779.0233 | 210288.8996 |
Total P&L (%) | 224.2315 | 133.6512 | 90.5803 | 429.0679 | 218.779 | 210.2889 |
Avg Daily Profit (%) | 0.4305 | 0.2566 | 0.1739 | 0.3204 | 0.2228 | 0.2176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45306 | -42343 | -47175 | -171546 | -166973 | -117277 |
Profit Factor | 1.5584 | 1.6129 | 1.4936 | 1.4044 | 1.3686 | 1.4499 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 50.9091 | 46.988 | 54.878 | 50.9091 | 46.988 | 54.878 |
Ratio Avg Win / Avg Loss | 1.5027 | 1.8197 | 1.228 | 1.3542 | 1.544 | 1.1921 |
Largest Winning Trade | 21143 | 21143 | 18113 | 79683 | 79683 | 56906 |
Largest Losing Trade | -33228 | -33228 | -27610 | -61139 | -61139 | -56163 |
Avg Bars in Trades | 148 | 162 | 135 | 148 | 162 | 135 |
Avg Bars in Winners | 167 | 178 | 158 | 167 | 178 | 158 |
Avg Bars in Losers | 129 | 147 | 106 | 129 | 147 | 106 |
Bars Traded | 24550 | 13460 | 11091 | 24550 | 13460 | 11091 |
Profit Streak | 9.8331 | 19.1456 | 0 | 9.8331 | 19.1456 | 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 | 483941 | 365446 | 153727 | 376175 | 303243 | 157573 |
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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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