Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123979.1719 | 59881.3439 | 64097.828 | 152558.9247 | 31373.8329 | 121185.0918 |
Total P&L (%) | 123.9792 | 59.8813 | 64.0978 | 152.5589 | 31.3738 | 121.1851 |
Avg Daily Profit (%) | 1.4282 | 0.6898 | 0.7384 | 1.073 | 0.3148 | 0.9186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36723 | -32576 | -19925 | -81167 | -74880 | -40251 |
Profit Factor | 1.6956 | 1.5848 | 1.8452 | 1.4947 | 1.1739 | 1.9469 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 36.5269 | 32.5301 | 40.4762 | 36.5269 | 32.5301 | 40.4762 |
Ratio Avg Win / Avg Loss | 2.9465 | 3.2871 | 2.7135 | 2.5973 | 2.4347 | 2.8631 |
Largest Winning Trade | 59993 | 59993 | 30631 | 59509 | 59421 | 59509 |
Largest Losing Trade | -7826 | -7826 | -7588 | -18774 | -18774 | -11263 |
Avg Bars in Trades | 146 | 190 | 103 | 146 | 190 | 103 |
Avg Bars in Winners | 218 | 279 | 170 | 218 | 279 | 170 |
Avg Bars in Losers | 105 | 147 | 58 | 105 | 147 | 58 |
Bars Traded | 24503 | 15777 | 8726 | 24503 | 15777 | 8726 |
Profit Streak | 0 | 1.4142 | 0 | 0 | 1.4142 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367057 | 86758 | 336630 | 326139 | -34186 | 380530 |
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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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