Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93521.8838 | 40583.8206 | 52938.0632 | 96107.0415 | 44636.3927 | 51470.6488 |
Total P&L (%) | 93.5219 | 40.5838 | 52.9381 | 96.107 | 44.6364 | 51.4706 |
Avg Daily Profit (%) | 0.3591 | 0.1558 | 0.2033 | 0.259 | 0.1418 | 0.1596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43848 | -38861 | -34429 | -67753 | -57239 | -56987 |
Profit Factor | 1.3487 | 1.2781 | 1.4328 | 1.2244 | 1.1929 | 1.2613 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 48.1928 | 45.7831 | 50.6024 | 48.1928 | 45.7831 | 50.6024 |
Ratio Avg Win / Avg Loss | 1.4498 | 1.5135 | 1.3987 | 1.3162 | 1.4126 | 1.2313 |
Largest Winning Trade | 30885 | 30885 | 19083 | 48351 | 48351 | 21140 |
Largest Losing Trade | -14604 | -14604 | -11759 | -25208 | -25208 | -21855 |
Avg Bars in Trades | 145 | 138 | 153 | 145 | 138 | 153 |
Avg Bars in Winners | 170 | 152 | 185 | 170 | 152 | 185 |
Avg Bars in Losers | 123 | 126 | 119 | 123 | 126 | 119 |
Bars Traded | 24206 | 11482 | 12723 | 24206 | 11482 | 12723 |
Profit Streak | 5.2792 | 11.2271 | 0 | 5.2792 | 11.2271 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318408 | 154488 | 207283 | 260243 | -15726 | 152584 |
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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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