Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90817.7616 | 50522.3804 | 40295.3811 | 91361.4516 | 68179.0368 | 23182.4148 |
Total P&L (%) | 90.8178 | 50.5224 | 40.2954 | 91.3615 | 68.179 | 23.1824 |
Avg Daily Profit (%) | 0.3487 | 0.194 | 0.1547 | 0.2495 | 0.1998 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59437 | -20345 | -48722 | -102626 | -36069 | -90908 |
Profit Factor | 1.3522 | 1.7469 | 1.2118 | 1.2049 | 1.5622 | 1.0714 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Losing Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Profitability (%) | 53.2164 | 56.9767 | 49.4118 | 53.2164 | 56.9767 | 49.4118 |
Ratio Avg Win / Avg Loss | 1.1887 | 1.3191 | 1.2407 | 1.0592 | 1.1797 | 1.0969 |
Largest Winning Trade | 21822 | 6358 | 21822 | 34471 | 10281 | 34471 |
Largest Losing Trade | -17203 | -6103 | -17203 | -32742 | -9674 | -32742 |
Avg Bars in Trades | 140 | 24 | 257 | 140 | 24 | 257 |
Avg Bars in Winners | 164 | 24 | 328 | 164 | 24 | 328 |
Avg Bars in Losers | 112 | 25 | 187 | 112 | 25 | 187 |
Bars Traded | 24007 | 2148 | 21859 | 24007 | 2148 | 21859 |
Profit Streak | 0 | 0 | 4.6144 | 0 | 0 | 4.6144 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331638 | 285642 | 107514 | 268706 | 311297 | -234359 |
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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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