Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215617.4459 | 84712.2467 | 130905.1992 | 182308.0732 | 75859.4318 | 106448.6415 |
Total P&L (%) | 215.6174 | 84.7122 | 130.9052 | 182.3081 | 75.8594 | 106.4486 |
Avg Daily Profit (%) | 0.1934 | 0.076 | 0.1174 | 0.0932 | 0.0507 | 0.0651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83911 | -46275 | -83535 | -205900 | -75039 | -208522 |
Profit Factor | 1.4922 | 1.3835 | 1.6028 | 1.2354 | 1.2183 | 1.2494 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 47.1338 | 42.3077 | 51.8987 | 47.1338 | 42.3077 | 51.8987 |
Ratio Avg Win / Avg Loss | 1.6737 | 1.8866 | 1.4855 | 1.3857 | 1.6614 | 1.158 |
Largest Winning Trade | 78465 | 78465 | 27498 | 123904 | 123904 | 47348 |
Largest Losing Trade | -57999 | -20265 | -57999 | -163450 | -30192 | -163450 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 3181 | 1595 | 1585 | 3181 | 1595 | 1585 |
Profit Streak | 8.2938 | 0 | 10.2938 | 8.2938 | 0 | 10.2938 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381339 | -126942 | -60076 | -68258 | -161739 | -132073 |
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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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