Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117446.2006 | 65567.8386 | 51878.362 | 91259.4485 | 47296.2232 | 43963.2253 |
Total P&L (%) | 117.4462 | 65.5678 | 51.8784 | 91.2594 | 47.2962 | 43.9632 |
Avg Daily Profit (%) | 0.451 | 0.2518 | 0.1992 | 0.2493 | 0.1488 | 0.14 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83449 | -78664 | -28385 | -77301 | -60331 | -28310 |
Profit Factor | 1.3015 | 1.338 | 1.2652 | 1.2658 | 1.2695 | 1.262 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 43.1138 | 38.5542 | 47.619 | 43.1138 | 38.5542 | 47.619 |
Ratio Avg Win / Avg Loss | 1.7172 | 2.1325 | 1.3917 | 1.6702 | 2.0232 | 1.3882 |
Largest Winning Trade | 59659 | 59659 | 18426 | 61159 | 61159 | 23897 |
Largest Losing Trade | -18388 | -13147 | -18388 | -18679 | -11547 | -18679 |
Avg Bars in Trades | 148 | 154 | 141 | 148 | 154 | 141 |
Avg Bars in Winners | 205 | 215 | 197 | 205 | 215 | 197 |
Avg Bars in Losers | 104 | 116 | 91 | 104 | 116 | 91 |
Bars Traded | 24740 | 12828 | 11913 | 24740 | 12828 | 11913 |
Profit Streak | 5.0186 | 0 | 14.1644 | 5.0186 | 0 | 14.1644 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305591 | 108611 | 184371 | 235699 | -1119 | -9285 |
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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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