Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299613.0083 | 234632.9574 | 64980.0508 | 254223.7851 | 142139.9051 | 112083.88 |
Total P&L (%) | 299.613 | 234.633 | 64.9801 | 254.2238 | 142.1399 | 112.0839 |
Avg Daily Profit (%) | 0.2876 | 0.2252 | 0.0624 | 0.1215 | 0.0849 | 0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123215 | -73713 | -81588 | -161846 | -91658 | -117507 |
Profit Factor | 1.6318 | 1.9467 | 1.287 | 1.4009 | 1.3948 | 1.4089 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Losing Trades | 107 | 59 | 48 | 107 | 59 | 48 |
Profitability (%) | 38.8571 | 32.1839 | 45.4545 | 38.8571 | 32.1839 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.5676 | 4.1019 | 1.5444 | 2.2044 | 2.939 | 1.6907 |
Largest Winning Trade | 171908 | 171908 | 32782 | 139094 | 139094 | 52924 |
Largest Losing Trade | -18757 | -18491 | -18757 | -38418 | -28611 | -38418 |
Avg Bars in Trades | 140 | 130 | 150 | 140 | 130 | 150 |
Avg Bars in Winners | 239 | 239 | 238 | 239 | 239 | 238 |
Avg Bars in Losers | 78 | 79 | 77 | 78 | 79 | 77 |
Bars Traded | 24669 | 11395 | 13273 | 24669 | 11395 | 13273 |
Profit Streak | 16.7911 | 0 | 30.3328 | 16.7911 | 0 | 30.3328 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310142 | 154232 | -109935 | -31852 | -85038 | -95763 |
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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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