Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156176.5785 | 73549.4842 | 82627.0943 | 223333.3842 | 70728.6561 | 152604.7281 |
Total P&L (%) | 156.1766 | 73.5495 | 82.6271 | 223.3334 | 70.7287 | 152.6047 |
Avg Daily Profit (%) | 0.2359 | 0.1111 | 0.1248 | 0.1774 | 0.0808 | 0.1401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35550 | -39590 | -34174 | -90952 | -112940 | -33170 |
Profit Factor | 1.7398 | 1.6856 | 1.7958 | 1.6452 | 1.3537 | 2.0437 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 41.3043 | 36.9565 | 45.6522 | 41.3043 | 36.9565 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.4723 | 2.8754 | 2.1379 | 2.3379 | 2.3093 | 2.433 |
Largest Winning Trade | 52832 | 52832 | 26358 | 68738 | 68738 | 47275 |
Largest Losing Trade | -14072 | -7406 | -14072 | -19608 | -19608 | -13496 |
Avg Bars in Trades | 166 | 158 | 174 | 166 | 158 | 174 |
Avg Bars in Winners | 282 | 288 | 276 | 282 | 288 | 276 |
Avg Bars in Losers | 85 | 82 | 88 | 85 | 82 | 88 |
Bars Traded | 15314 | 7289 | 8026 | 15314 | 7289 | 8026 |
Profit Streak | 421.1803 | 421.1803 | 421.722 | 421.1803 | 421.1803 | 421.722 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335772 | -45651 | -23776 | 311204 | -87674 | -2951 |
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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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