Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154231.3806 | 71024.8743 | 83206.5063 | 182443.21 | 108510.6111 | 73932.5989 |
Total P&L (%) | 154.2314 | 71.0249 | 83.2065 | 182.4432 | 108.5106 | 73.9326 |
Avg Daily Profit (%) | 0.2961 | 0.1364 | 0.1598 | 0.1996 | 0.1412 | 0.1063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45552 | -58568 | -30836 | -165527 | -211908 | -113994 |
Profit Factor | 1.3599 | 1.3187 | 1.4044 | 1.144 | 1.1675 | 1.1193 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 44.086 | 40.8602 | 47.3118 | 44.086 | 40.8602 | 47.3118 |
Ratio Avg Win / Avg Loss | 1.7247 | 1.9087 | 1.564 | 1.4509 | 1.6899 | 1.2465 |
Largest Winning Trade | 38606 | 38606 | 24171 | 106086 | 106086 | 73643 |
Largest Losing Trade | -12340 | -11387 | -12340 | -46541 | -42509 | -46541 |
Avg Bars in Trades | 132 | 124 | 140 | 132 | 124 | 140 |
Avg Bars in Winners | 204 | 203 | 204 | 204 | 203 | 204 |
Avg Bars in Losers | 75 | 69 | 83 | 75 | 69 | 83 |
Bars Traded | 24643 | 11575 | 13068 | 24643 | 11575 | 13068 |
Profit Streak | 4.8022 | 6.2397 | 0 | 4.8022 | 6.2397 | 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 | 311032 | -13406 | 258843 | -55895 | -43412 | -142202 |
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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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