Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215820.1723 | 132037.2135 | 83782.9588 | 236856.871 | 124013.1186 | 112843.7525 |
Total P&L (%) | 215.8202 | 132.0372 | 83.783 | 236.8569 | 124.0131 | 112.8438 |
Avg Daily Profit (%) | 0.4144 | 0.2535 | 0.1609 | 0.2335 | 0.155 | 0.1451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73583 | -70014 | -22912 | -234050 | -222992 | -77788 |
Profit Factor | 1.4793 | 1.4672 | 1.4997 | 1.2327 | 1.1915 | 1.3049 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 45.614 | 44.186 | 47.0588 | 45.614 | 44.186 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.7638 | 1.8534 | 1.6871 | 1.4698 | 1.505 | 1.468 |
Largest Winning Trade | 82528 | 82528 | 31407 | 145488 | 145488 | 43023 |
Largest Losing Trade | -24521 | -24521 | -16278 | -78981 | -78981 | -39575 |
Avg Bars in Trades | 143 | 197 | 89 | 143 | 197 | 89 |
Avg Bars in Winners | 210 | 288 | 136 | 210 | 288 | 136 |
Avg Bars in Losers | 87 | 124 | 48 | 87 | 124 | 48 |
Bars Traded | 24568 | 16942 | 7626 | 24568 | 16942 | 7626 |
Profit Streak | 19.7322 | 20.503 | 19.7322 | 19.7322 | 20.503 | 19.7322 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426092 | 309977 | 295883 | 276176 | -3219 | -653 |
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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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