Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120896.2161 | 37957.3142 | 82938.9019 | 116311.8835 | 24904.7896 | 91407.094 |
Total P&L (%) | 120.8962 | 37.9573 | 82.9389 | 116.3119 | 24.9048 | 91.4071 |
Avg Daily Profit (%) | 0.2321 | 0.0729 | 0.1592 | 0.1482 | 0.0427 | 0.1247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48167 | -51863 | -27953 | -58310 | -90653 | -43364 |
Profit Factor | 1.2962 | 1.1534 | 1.5162 | 1.1953 | 1.0696 | 1.3844 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Profitability (%) | 48.913 | 43.4783 | 54.3478 | 48.913 | 43.4783 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.3538 | 1.4994 | 1.2736 | 1.2484 | 1.3905 | 1.1629 |
Largest Winning Trade | 27560 | 27560 | 27429 | 39039 | 33106 | 39039 |
Largest Losing Trade | -18819 | -17950 | -18819 | -32975 | -19848 | -32975 |
Avg Bars in Trades | 133 | 195 | 72 | 133 | 195 | 72 |
Avg Bars in Winners | 147 | 221 | 87 | 147 | 221 | 87 |
Avg Bars in Losers | 120 | 174 | 53 | 120 | 174 | 53 |
Bars Traded | 24596 | 17942 | 6654 | 24596 | 17942 | 6654 |
Profit Streak | 12.0021 | 12.0021 | 13.4396 | 12.0021 | 12.0021 | 13.4396 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339942 | -152660 | 339932 | 23504 | -286216 | -25134 |
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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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