Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189040.3152 | 143076.4527 | 45963.8625 | 144129.1765 | 73474.8052 | 70654.3713 |
Total P&L (%) | 189.0403 | 143.0765 | 45.9639 | 144.1292 | 73.4748 | 70.6544 |
Avg Daily Profit (%) | 0.363 | 0.2747 | 0.0883 | 0.1715 | 0.1058 | 0.1027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133782 | -65999 | -110146 | -127628 | -78169 | -100072 |
Profit Factor | 1.3086 | 1.4643 | 1.151 | 1.1959 | 1.1868 | 1.2064 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 45.2941 | 43.5294 | 47.0588 | 45.2941 | 43.5294 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.5805 | 1.8997 | 1.2949 | 1.4444 | 1.5397 | 1.3572 |
Largest Winning Trade | 40561 | 40561 | 29111 | 43228 | 43228 | 38139 |
Largest Losing Trade | -39763 | -18056 | -39763 | -32177 | -26060 | -32177 |
Avg Bars in Trades | 145 | 147 | 142 | 145 | 147 | 142 |
Avg Bars in Winners | 189 | 197 | 181 | 189 | 197 | 181 |
Avg Bars in Losers | 108 | 109 | 107 | 108 | 109 | 107 |
Bars Traded | 24699 | 12569 | 12131 | 24699 | 12569 | 12131 |
Profit Streak | 6.1351 | 0 | 18.9476 | 6.1351 | 0 | 18.9476 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340146 | 253687 | -132235 | 56449 | -69017 | -57372 |
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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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