Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133031.4153 | 71851.3994 | 61180.0159 | 112199.2826 | 41693.2958 | 70505.9868 |
Total P&L (%) | 133.0314 | 71.8514 | 61.18 | 112.1993 | 41.6933 | 70.506 |
Avg Daily Profit (%) | 0.2554 | 0.138 | 0.1175 | 0.1446 | 0.0669 | 0.1025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46061 | -36708 | -55825 | -88873 | -56287 | -74145 |
Profit Factor | 1.3239 | 1.3474 | 1.3001 | 1.1789 | 1.1282 | 1.2336 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Profitability (%) | 51.497 | 53.012 | 50 | 51.497 | 53.012 | 50 |
Ratio Avg Win / Avg Loss | 1.247 | 1.1943 | 1.3001 | 1.1104 | 1 | 1.2336 |
Largest Winning Trade | 40776 | 40776 | 20763 | 42609 | 42609 | 33438 |
Largest Losing Trade | -31257 | -31257 | -28181 | -37526 | -37015 | -37526 |
Avg Bars in Trades | 146 | 151 | 141 | 146 | 151 | 141 |
Avg Bars in Winners | 164 | 164 | 164 | 164 | 164 | 164 |
Avg Bars in Losers | 128 | 138 | 118 | 128 | 138 | 118 |
Bars Traded | 24512 | 12613 | 11900 | 24512 | 12613 | 11900 |
Profit Streak | 8.7698 | 21.0823 | 8.7698 | 8.7698 | 21.0823 | 8.7698 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357987 | -7947 | -36917 | -22173 | -186294 | -56684 |
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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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