Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120242.1675 | 36921.6485 | 83320.5191 | 109811.9289 | 4185.8501 | 105626.0788 |
Total P&L (%) | 120.2422 | 36.9216 | 83.3205 | 109.8119 | 4.1859 | 105.6261 |
Avg Daily Profit (%) | 0.4617 | 0.1418 | 0.3199 | 0.285 | 0.0157 | 0.2772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98125 | -43463 | -74565 | -235170 | -106134 | -152021 |
Profit Factor | 1.3252 | 1.2264 | 1.4032 | 1.1483 | 1.0127 | 1.2578 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 44.9102 | 45.7831 | 44.0476 | 44.9102 | 45.7831 | 44.0476 |
Ratio Avg Win / Avg Loss | 1.6256 | 1.4524 | 1.7824 | 1.4086 | 1.1992 | 1.5978 |
Largest Winning Trade | 42163 | 31368 | 42163 | 96255 | 36363 | 96255 |
Largest Losing Trade | -22078 | -9631 | -22078 | -39725 | -24755 | -39725 |
Avg Bars in Trades | 147 | 156 | 137 | 147 | 156 | 137 |
Avg Bars in Winners | 198 | 208 | 188 | 198 | 208 | 188 |
Avg Bars in Losers | 105 | 113 | 97 | 105 | 113 | 97 |
Bars Traded | 24591 | 13026 | 11564 | 24591 | 13026 | 11564 |
Profit Streak | 3.8822 | 0 | 13.0385 | 3.8822 | 0 | 13.0385 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301607 | -9999 | 285695 | -51882 | -547563 | 240570 |
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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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