Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184651.1459 | 75181.6189 | 109469.527 | 127244.9643 | 62110.7573 | 65134.207 |
Total P&L (%) | 184.6511 | 75.1816 | 109.4695 | 127.245 | 62.1108 | 65.1342 |
Avg Daily Profit (%) | 0.1715 | 0.0698 | 0.1016 | 0.0762 | 0.0449 | 0.0466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179792 | -71107 | -136938 | -133335 | -25531 | -122163 |
Profit Factor | 1.3229 | 1.2698 | 1.3734 | 1.3182 | 1.3288 | 1.3086 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 52.6882 | 50.5376 | 54.8387 | 52.6882 | 50.5376 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.1879 | 1.2427 | 1.131 | 1.1837 | 1.3006 | 1.0777 |
Largest Winning Trade | 31155 | 31155 | 29274 | 31528 | 27015 | 31528 |
Largest Losing Trade | -54090 | -35316 | -54090 | -39713 | -18933 | -39713 |
Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Winners | 21 | 17 | 25 | 21 | 17 | 25 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 3837 | 1703 | 2135 | 3837 | 1703 | 2135 |
Profit Streak | 12.1589 | 28.1589 | 12.1589 | 12.1589 | 28.1589 | 12.1589 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370307 | -98780 | -55530 | -88264 | -132198 | -129662 |
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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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