Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182120.7223 | 68554.9439 | 113565.7784 | 180944.9819 | 94493.735 | 86451.2469 |
Total P&L (%) | 182.1207 | 68.5549 | 113.5658 | 180.945 | 94.4937 | 86.4512 |
Avg Daily Profit (%) | 0.1951 | 0.0734 | 0.1217 | 0.1107 | 0.0713 | 0.0668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127368 | -73740 | -103435 | -168537 | -111911 | -112967 |
Profit Factor | 1.3161 | 1.2465 | 1.3811 | 1.2871 | 1.296 | 1.278 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 49.1979 | 46.2366 | 52.1277 | 49.1979 | 46.2366 | 52.1277 |
Ratio Avg Win / Avg Loss | 1.359 | 1.4494 | 1.2683 | 1.3291 | 1.507 | 1.1737 |
Largest Winning Trade | 25818 | 25818 | 25608 | 63872 | 63872 | 56444 |
Largest Losing Trade | -22188 | -15038 | -22188 | -58722 | -43134 | -58722 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 3512 | 1658 | 1854 | 3512 | 1658 | 1854 |
Profit Streak | 4.5555 | 0 | 5.5555 | 4.5555 | 0 | 5.5555 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324198 | -96718 | -29063 | -43931 | -98077 | -102887 |
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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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