Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131621.5126 | 87068.9116 | 44552.601 | 140531.4661 | 101507.9533 | 39023.5127 |
Total P&L (%) | 131.6215 | 87.0689 | 44.5526 | 140.5315 | 101.508 | 39.0235 |
Avg Daily Profit (%) | 0.4942 | 0.3269 | 0.1673 | 0.3301 | 0.2634 | 0.1238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47905 | -45244 | -36457 | -41914 | -31987 | -63403 |
Profit Factor | 1.4184 | 1.5872 | 1.2679 | 1.3953 | 1.635 | 1.1994 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 44.375 | 43.75 | 45 | 44.375 | 43.75 | 45 |
Ratio Avg Win / Avg Loss | 1.778 | 2.0407 | 1.5496 | 1.749 | 2.1022 | 1.466 |
Largest Winning Trade | 41438 | 41438 | 26907 | 53133 | 53133 | 39962 |
Largest Losing Trade | -17785 | -11385 | -17785 | -15813 | -14343 | -15813 |
Avg Bars in Trades | 77 | 76 | 79 | 77 | 76 | 79 |
Avg Bars in Winners | 110 | 109 | 110 | 110 | 109 | 110 |
Avg Bars in Losers | 52 | 50 | 53 | 52 | 50 | 53 |
Bars Traded | 12460 | 6110 | 6350 | 12460 | 6110 | 6350 |
Profit Streak | 265.592 | 0 | 267.2795 | 265.592 | 0 | 267.2795 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357031 | -11609 | -15667 | 301445 | -12006 | -53411 |
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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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