Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168211.7714 | 80481.8285 | 87729.9429 | 96657.4023 | 98947.698 | -2290.2957 |
Total P&L (%) | 168.2118 | 80.4818 | 87.7299 | 96.6574 | 98.9477 | -2.2903 |
Avg Daily Profit (%) | 0.1816 | 0.0869 | 0.0947 | 0.073 | 0.0743 | -0.0025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58273 | -76472 | -70001 | -139410 | -57241 | -135067 |
Profit Factor | 1.326 | 1.3627 | 1.2984 | 1.1742 | 1.4811 | 0.9934 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 56.5476 | 57.1429 | 55.9524 | 56.5476 | 57.1429 | 55.9524 |
Ratio Avg Win / Avg Loss | 1.0189 | 1.022 | 1.0221 | 0.9023 | 1.1108 | 0.7821 |
Largest Winning Trade | 31172 | 23181 | 31172 | 43107 | 43107 | 38887 |
Largest Losing Trade | -53457 | -28185 | -53457 | -105097 | -25202 | -105097 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Losers | 24 | 20 | 28 | 24 | 20 | 28 |
Bars Traded | 3478 | 1640 | 1838 | 3478 | 1640 | 1838 |
Profit Streak | 15.1559 | 15.1559 | 43.1559 | 15.1559 | 15.1559 | 43.1559 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388273 | -75026 | -64303 | -122860 | -91100 | -578635 |
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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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