Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149728.243 | 86980.3632 | 62747.8798 | 221979.8445 | 172601.7713 | 49378.0732 |
Total P&L (%) | 149.7282 | 86.9804 | 62.7479 | 221.9798 | 172.6018 | 49.3781 |
Avg Daily Profit (%) | 0.5749 | 0.334 | 0.2409 | 0.45 | 0.3858 | 0.1542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32372 | -44445 | -25935 | -69658 | -49169 | -73159 |
Profit Factor | 1.5105 | 1.5896 | 1.4304 | 1.4155 | 1.669 | 1.1788 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Losing Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Profitability (%) | 43.7126 | 46.4286 | 40.9639 | 43.7126 | 46.4286 | 40.9639 |
Ratio Avg Win / Avg Loss | 1.945 | 1.8341 | 2.0615 | 1.8227 | 1.9258 | 1.6988 |
Largest Winning Trade | 36265 | 36265 | 16590 | 56760 | 56760 | 31007 |
Largest Losing Trade | -12307 | -10447 | -12307 | -33869 | -14064 | -33869 |
Avg Bars in Trades | 148 | 157 | 138 | 148 | 157 | 138 |
Avg Bars in Winners | 214 | 209 | 220 | 214 | 209 | 220 |
Avg Bars in Losers | 96 | 112 | 81 | 96 | 112 | 81 |
Bars Traded | 24728 | 13227 | 11501 | 24728 | 13227 | 11501 |
Profit Streak | 3.4141 | 8.2162 | 0 | 3.4141 | 8.2162 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344929 | 350828 | 152566 | 285605 | 373864 | -22166 |
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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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