Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159982.1837 | 67780.1788 | 92202.0049 | 210102.358 | 88289.8277 | 121812.5303 |
Total P&L (%) | 159.9822 | 67.7802 | 92.202 | 210.1024 | 88.2898 | 121.8125 |
Avg Daily Profit (%) | 0.3072 | 0.1301 | 0.177 | 0.2175 | 0.1216 | 0.1531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49816 | -42635 | -41749 | -143869 | -90040 | -64638 |
Profit Factor | 1.4616 | 1.3674 | 1.5688 | 1.345 | 1.28 | 1.4147 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 50.2994 | 46.4286 | 54.2169 | 50.2994 | 46.4286 | 54.2169 |
Ratio Avg Win / Avg Loss | 1.4442 | 1.5778 | 1.3247 | 1.329 | 1.4769 | 1.1946 |
Largest Winning Trade | 37099 | 37099 | 16283 | 58456 | 58456 | 49827 |
Largest Losing Trade | -27575 | -20879 | -27575 | -46574 | -29540 | -46574 |
Avg Bars in Trades | 146 | 149 | 143 | 146 | 149 | 143 |
Avg Bars in Winners | 147 | 122 | 168 | 147 | 122 | 168 |
Avg Bars in Losers | 145 | 172 | 113 | 145 | 172 | 113 |
Bars Traded | 24429 | 12535 | 11894 | 24429 | 12535 | 11894 |
Profit Streak | 6.4701 | 6.491 | 0 | 6.4701 | 6.491 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383178 | -19425 | 316692 | 329939 | -32341 | 275426 |
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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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