Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122427.3519 | 83595.212 | 38832.1398 | 50054.2375 | 33793.9431 | 16260.2945 |
Total P&L (%) | 122.4274 | 83.5952 | 38.8321 | 50.0542 | 33.7939 | 16.2603 |
Avg Daily Profit (%) | 0.2351 | 0.1605 | 0.0746 | 0.078 | 0.0559 | 0.0289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86254 | -49521 | -61947 | -157419 | -89973 | -118794 |
Profit Factor | 1.2342 | 1.3315 | 1.1435 | 1.0675 | 1.0932 | 1.0429 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 49.0909 | 44.5783 | 53.6585 | 49.0909 | 44.5783 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.2799 | 1.6554 | 0.9875 | 1.107 | 1.3591 | 0.9007 |
Largest Winning Trade | 65572 | 65572 | 29047 | 53791 | 53791 | 32970 |
Largest Losing Trade | -18304 | -18304 | -17190 | -30800 | -30800 | -29562 |
Avg Bars in Trades | 147 | 140 | 154 | 147 | 140 | 154 |
Avg Bars in Winners | 175 | 166 | 183 | 175 | 166 | 183 |
Avg Bars in Losers | 119 | 118 | 120 | 119 | 118 | 120 |
Bars Traded | 24282 | 11651 | 12631 | 24282 | 11651 | 12631 |
Profit Streak | 15.7208 | 15.7208 | 19.7 | 15.7208 | 15.7208 | 19.7 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310133 | 224710 | -163596 | -235454 | -241439 | -342089 |
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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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