Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254877.146 | 120409.3306 | 134467.8154 | 475703.7857 | 223975.5712 | 251728.2145 |
Total P&L (%) | 254.8771 | 120.4093 | 134.4678 | 475.7038 | 223.9756 | 251.7282 |
Avg Daily Profit (%) | 0.2746 | 0.1297 | 0.1449 | 0.1888 | 0.1267 | 0.1356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85752 | -50020 | -68920 | -168727 | -214992 | -209318 |
Profit Factor | 1.52 | 1.5023 | 1.5369 | 1.3186 | 1.3154 | 1.3214 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 46.6258 | 43.2099 | 50 | 46.6258 | 43.2099 | 50 |
Ratio Avg Win / Avg Loss | 1.74 | 1.9745 | 1.5369 | 1.5094 | 1.7288 | 1.3214 |
Largest Winning Trade | 49687 | 49687 | 32503 | 102621 | 101068 | 102621 |
Largest Losing Trade | -15590 | -15581 | -15590 | -84191 | -59531 | -84191 |
Avg Bars in Trades | 22 | 23 | 20 | 22 | 23 | 20 |
Avg Bars in Winners | 34 | 35 | 33 | 34 | 35 | 33 |
Avg Bars in Losers | 10 | 14 | 7 | 10 | 14 | 7 |
Bars Traded | 3602 | 1911 | 1690 | 3602 | 1911 | 1690 |
Profit Streak | 17.3059 | 0 | 44.8059 | 17.3059 | 0 | 44.8059 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402702 | -31741 | 8108 | 331981 | -36883 | -14575 |
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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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