Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176492.3493 | 104642.381 | 71849.9683 | 172905.5128 | 93811.994 | 79093.5188 |
Total P&L (%) | 176.4923 | 104.6424 | 71.85 | 172.9055 | 93.812 | 79.0935 |
Avg Daily Profit (%) | 0.3058 | 0.1813 | 0.1245 | 0.1741 | 0.1147 | 0.101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50263 | -53832 | -38003 | -147608 | -189067 | -134842 |
Profit Factor | 1.6243 | 1.5943 | 1.6739 | 1.2218 | 1.1998 | 1.2553 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 43.3333 | 31.1111 | 55.5556 | 43.3333 | 31.1111 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.1241 | 3.5302 | 1.3391 | 1.5978 | 2.6566 | 1.0043 |
Largest Winning Trade | 77296 | 77296 | 21948 | 159386 | 159386 | 59201 |
Largest Losing Trade | -20044 | -20044 | -13453 | -68418 | -68418 | -44349 |
Avg Bars in Trades | 148 | 150 | 146 | 148 | 150 | 146 |
Avg Bars in Winners | 199 | 244 | 174 | 199 | 244 | 174 |
Avg Bars in Losers | 109 | 107 | 111 | 109 | 107 | 111 |
Bars Traded | 13340 | 6756 | 6584 | 13340 | 6756 | 6584 |
Profit Streak | 0 | 0 | 508.2462 | 0 | 0 | 508.2462 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318898 | 100262 | -23758 | 193487 | -47177 | -57307 |
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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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