Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94736.8501 | 46396.6937 | 48340.1563 | 96380.8869 | 56493.9678 | 39886.919 |
Total P&L (%) | 94.7369 | 46.3967 | 48.3402 | 96.3809 | 56.494 | 39.8869 |
Avg Daily Profit (%) | 0.3638 | 0.1782 | 0.1856 | 0.2595 | 0.1721 | 0.129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30445 | -44925 | -23445 | -55304 | -43997 | -41312 |
Profit Factor | 1.3487 | 1.3586 | 1.3397 | 1.2541 | 1.3202 | 1.1967 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 42.8571 | 38.75 | 46.9136 | 42.8571 | 38.75 | 46.9136 |
Ratio Avg Win / Avg Loss | 1.7983 | 2.1474 | 1.516 | 1.6722 | 2.0868 | 1.3541 |
Largest Winning Trade | 40396 | 40396 | 19140 | 42290 | 42290 | 23646 |
Largest Losing Trade | -10177 | -9342 | -10177 | -20112 | -12835 | -20112 |
Avg Bars in Trades | 152 | 158 | 147 | 152 | 158 | 147 |
Avg Bars in Winners | 209 | 216 | 203 | 209 | 216 | 203 |
Avg Bars in Losers | 110 | 121 | 98 | 110 | 121 | 98 |
Bars Traded | 24618 | 12642 | 11976 | 24618 | 12642 | 11976 |
Profit Streak | 9.8227 | 10.4894 | 9.8227 | 9.8227 | 10.4894 | 9.8227 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315653 | -16796 | -5993 | 262756 | -16329 | -40719 |
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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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