Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69763.1318 | 44566.866 | 25196.2658 | 31466.9057 | 49131.5141 | -17664.6084 |
Total P&L (%) | 69.7631 | 44.5669 | 25.1963 | 31.4669 | 49.1315 | -17.6646 |
Avg Daily Profit (%) | 0.2679 | 0.1711 | 0.0968 | 0.1051 | 0.1536 | -0.0746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67664 | -35506 | -76081 | -100418 | -35990 | -115716 |
Profit Factor | 1.2108 | 1.3219 | 1.1309 | 1.0751 | 1.3027 | 0.9312 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Profitability (%) | 50 | 44.9438 | 55.0562 | 50 | 44.9438 | 55.0562 |
Ratio Avg Win / Avg Loss | 1.2108 | 1.6193 | 0.9232 | 1.0751 | 1.5958 | 0.7601 |
Largest Winning Trade | 20437 | 14631 | 20437 | 21094 | 17608 | 21094 |
Largest Losing Trade | -45329 | -26407 | -45329 | -63271 | -28327 | -63271 |
Avg Bars in Trades | 134 | 133 | 135 | 134 | 133 | 135 |
Avg Bars in Winners | 116 | 120 | 113 | 116 | 120 | 113 |
Avg Bars in Losers | 152 | 144 | 163 | 152 | 144 | 163 |
Bars Traded | 23991 | 11921 | 12070 | 23991 | 11921 | 12070 |
Profit Streak | 7.3065 | 8.5669 | 7.3065 | 7.3065 | 8.5669 | 7.3065 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317762 | 155909 | -145898 | -192442 | 160893 | -581153 |
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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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