Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165901.8707 | 55676.8447 | 110225.026 | 165065.0712 | 70381.7265 | 94683.3447 |
Total P&L (%) | 165.9019 | 55.6768 | 110.225 | 165.0651 | 70.3817 | 94.6833 |
Avg Daily Profit (%) | 0.3185 | 0.1069 | 0.2116 | 0.1873 | 0.1024 | 0.128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95272 | -76627 | -65101 | -273012 | -178715 | -214581 |
Profit Factor | 1.2826 | 1.179 | 1.3993 | 1.1182 | 1.1015 | 1.1345 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 209 | 94 | 115 | 209 | 94 | 115 |
Losing Trades | 131 | 76 | 55 | 131 | 76 | 55 |
Profitability (%) | 61.4706 | 55.2941 | 67.6471 | 61.4706 | 55.2941 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.8039 | 0.9532 | 0.6693 | 0.7009 | 0.8906 | 0.5426 |
Largest Winning Trade | 18260 | 14005 | 18260 | 47527 | 46307 | 47527 |
Largest Losing Trade | -38044 | -27690 | -38044 | -150750 | -70065 | -150750 |
Avg Bars in Trades | 72 | 77 | 67 | 72 | 77 | 67 |
Avg Bars in Winners | 54 | 54 | 53 | 54 | 54 | 53 |
Avg Bars in Losers | 101 | 106 | 96 | 101 | 106 | 96 |
Bars Traded | 24708 | 13225 | 11483 | 24708 | 13225 | 11483 |
Profit Streak | 1.418 | 0 | 4.043 | 1.418 | 0 | 4.043 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 254084 | -76078 | 326863 | -84602 | -166362 | -94053 |
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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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