Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96679.9869 | 60414.5979 | 36265.389 | 122117.7776 | 67290.5503 | 54827.2273 |
Total P&L (%) | 96.68 | 60.4146 | 36.2654 | 122.1178 | 67.2906 | 54.8272 |
Avg Daily Profit (%) | 1.1137 | 0.6959 | 0.4178 | 0.9235 | 0.5945 | 0.5048 |
Buy And Hold Return (%) | 23.143 | 23.143 | 23.143 | 23.143 | 23.143 | 23.143 |
Max Trade Drawdown | -24125 | -16630 | -13124 | -24811 | -17456 | -13019 |
Profit Factor | 1.8203 | 2.0019 | 1.6301 | 1.955 | 2.016 | 1.8895 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 36.1963 | 34.5679 | 37.8049 | 36.1963 | 34.5679 | 37.8049 |
Ratio Avg Win / Avg Loss | 3.2087 | 3.7893 | 2.6817 | 3.4462 | 3.816 | 3.1086 |
Largest Winning Trade | 38142 | 38142 | 33023 | 55141 | 41396 | 55141 |
Largest Losing Trade | -5203 | -5203 | -4490 | -9165 | -9165 | -8281 |
Avg Bars in Trades | 151 | 148 | 154 | 151 | 148 | 154 |
Avg Bars in Winners | 309 | 320 | 300 | 309 | 320 | 300 |
Avg Bars in Losers | 61 | 58 | 65 | 61 | 58 | 65 |
Bars Traded | 24699 | 12054 | 12645 | 24699 | 12054 | 12645 |
Profit Streak | 4.0958 | 0 | 4.3979 | 4.0958 | 0 | 4.3979 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281481 | -7699 | -7925 | 317859 | -8275 | -1611 |
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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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