Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177075.2038 | 99646.4106 | 77428.7932 | 254328.473 | 164431.325 | 89897.148 |
Total P&L (%) | 177.0752 | 99.6464 | 77.4288 | 254.3285 | 164.4313 | 89.8971 |
Avg Daily Profit (%) | 0.34 | 0.1913 | 0.1487 | 0.2432 | 0.1869 | 0.1232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47910 | -50940 | -38752 | -198545 | -133018 | -165444 |
Profit Factor | 1.4164 | 1.4499 | 1.3799 | 1.2503 | 1.3174 | 1.1806 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 43.9024 | 45.122 | 42.6829 | 43.9024 | 45.122 | 42.6829 |
Ratio Avg Win / Avg Loss | 1.8098 | 1.7634 | 1.853 | 1.5976 | 1.6022 | 1.5853 |
Largest Winning Trade | 30878 | 30878 | 24401 | 83747 | 83747 | 52851 |
Largest Losing Trade | -11534 | -10607 | -11534 | -43133 | -43133 | -40247 |
Avg Bars in Trades | 148 | 154 | 142 | 148 | 154 | 142 |
Avg Bars in Winners | 202 | 198 | 206 | 202 | 198 | 206 |
Avg Bars in Losers | 106 | 119 | 93 | 106 | 119 | 93 |
Bars Traded | 24335 | 12690 | 11645 | 24335 | 12690 | 11645 |
Profit Streak | 9.531 | 12.4894 | 0 | 9.531 | 12.4894 | 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 | 335099 | 120599 | -776 | 268782 | 90066 | -57206 |
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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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