Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157621.1066 | 77116.1876 | 80504.919 | 253958.1818 | 162732.1152 | 91226.0666 |
Total P&L (%) | 157.6211 | 77.1162 | 80.5049 | 253.9582 | 162.7321 | 91.2261 |
Avg Daily Profit (%) | 0.6053 | 0.2961 | 0.3091 | 0.4866 | 0.3716 | 0.2492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43382 | -50455 | -17446 | -57550 | -55017 | -55846 |
Profit Factor | 1.5681 | 1.5318 | 1.6078 | 1.5509 | 1.7237 | 1.3864 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Profitability (%) | 40.3509 | 40 | 40.6977 | 40.3509 | 40 | 40.6977 |
Ratio Avg Win / Avg Loss | 2.318 | 2.2977 | 2.3428 | 2.2927 | 2.5856 | 2.0202 |
Largest Winning Trade | 38365 | 38365 | 17703 | 54196 | 54196 | 34570 |
Largest Losing Trade | -11242 | -11174 | -11242 | -29895 | -14711 | -29895 |
Avg Bars in Trades | 143 | 154 | 132 | 143 | 154 | 132 |
Avg Bars in Winners | 230 | 230 | 230 | 230 | 230 | 230 |
Avg Bars in Losers | 84 | 103 | 64 | 84 | 103 | 64 |
Bars Traded | 24481 | 13104 | 11377 | 24481 | 13104 | 11377 |
Profit Streak | 5.9948 | 6.0364 | 5.9948 | 5.9948 | 6.0364 | 5.9948 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390081 | 221036 | 250474 | 349787 | 267867 | 184508 |
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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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