Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142038.29 | 80012.2576 | 62026.0324 | 208740.4942 | 153401.1537 | 55339.3406 |
Total P&L (%) | 142.0383 | 80.0123 | 62.026 | 208.7405 | 153.4012 | 55.3393 |
Avg Daily Profit (%) | 0.5454 | 0.3072 | 0.2382 | 0.4338 | 0.3577 | 0.1693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57103 | -56485 | -18713 | -59090 | -58671 | -38223 |
Profit Factor | 1.5192 | 1.5291 | 1.507 | 1.4997 | 1.6909 | 1.2828 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Profitability (%) | 38.1215 | 38.4615 | 37.7778 | 38.1215 | 38.4615 | 37.7778 |
Ratio Avg Win / Avg Loss | 2.466 | 2.4466 | 2.4821 | 2.4343 | 2.7055 | 2.1128 |
Largest Winning Trade | 34041 | 34041 | 17150 | 46326 | 46326 | 27642 |
Largest Losing Trade | -9728 | -9728 | -7576 | -18977 | -18977 | -18484 |
Avg Bars in Trades | 136 | 148 | 123 | 136 | 148 | 123 |
Avg Bars in Winners | 234 | 246 | 221 | 234 | 246 | 221 |
Avg Bars in Losers | 75 | 87 | 63 | 75 | 87 | 63 |
Bars Traded | 24639 | 13526 | 11114 | 24639 | 13526 | 11114 |
Profit Streak | 4.6892 | 9.2309 | 0 | 4.6892 | 9.2309 | 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 | 304761 | 217859 | 122879 | 266139 | 255291 | 36310 |
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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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