Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85838.6542 | 47277.4168 | 38561.2374 | 72565.6482 | 26772.2782 | 45793.37 |
Total P&L (%) | 85.8387 | 47.2774 | 38.5612 | 72.5656 | 26.7723 | 45.7934 |
Avg Daily Profit (%) | 0.3296 | 0.1815 | 0.1481 | 0.2097 | 0.0911 | 0.1449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54940 | -43346 | -32335 | -91844 | -74136 | -47440 |
Profit Factor | 1.2937 | 1.2787 | 1.3145 | 1.1571 | 1.0982 | 1.2421 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 49.3902 | 46.3415 | 52.439 | 49.3902 | 46.3415 | 52.439 |
Ratio Avg Win / Avg Loss | 1.3257 | 1.4806 | 1.1922 | 1.1857 | 1.2716 | 1.1266 |
Largest Winning Trade | 38893 | 38893 | 15484 | 57450 | 57450 | 16498 |
Largest Losing Trade | -19021 | -19021 | -10834 | -28575 | -28575 | -16548 |
Avg Bars in Trades | 148 | 146 | 149 | 148 | 146 | 149 |
Avg Bars in Winners | 165 | 154 | 175 | 165 | 154 | 175 |
Avg Bars in Losers | 130 | 139 | 121 | 130 | 139 | 121 |
Bars Traded | 24284 | 12006 | 12277 | 24284 | 12006 | 12277 |
Profit Streak | 7.0021 | 10.023 | 7.0021 | 7.0021 | 10.023 | 7.0021 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329559 | -331 | -2406 | -39593 | -193383 | -6464 |
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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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