Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87185.3161 | 46121.8586 | 41063.4575 | 79989.672 | 30942.9985 | 49046.6735 |
Total P&L (%) | 87.1853 | 46.1219 | 41.0635 | 79.9897 | 30.943 | 49.0467 |
Avg Daily Profit (%) | 0.3348 | 0.1771 | 0.1577 | 0.2259 | 0.1036 | 0.1534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55750 | -42382 | -35950 | -109858 | -77425 | -70115 |
Profit Factor | 1.2952 | 1.286 | 1.3063 | 1.1488 | 1.1053 | 1.2013 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 53.4483 | 49.4253 | 57.4713 | 53.4483 | 49.4253 | 57.4713 |
Ratio Avg Win / Avg Loss | 1.1281 | 1.3159 | 0.9666 | 1.0006 | 1.131 | 0.8889 |
Largest Winning Trade | 26768 | 26768 | 16254 | 44636 | 44636 | 24838 |
Largest Losing Trade | -17252 | -17252 | -11212 | -34674 | -34674 | -19870 |
Avg Bars in Trades | 139 | 137 | 142 | 139 | 137 | 142 |
Avg Bars in Winners | 141 | 129 | 151 | 141 | 129 | 151 |
Avg Bars in Losers | 137 | 145 | 129 | 137 | 145 | 129 |
Bars Traded | 24308 | 11929 | 12379 | 24308 | 11929 | 12379 |
Profit Streak | 6.3471 | 9.4096 | 6.3471 | 6.3471 | 9.4096 | 6.3471 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358430 | 176959 | 127117 | -47849 | -163234 | 128232 |
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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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