Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161946.899 | 100454.4443 | 61492.4547 | 219640.0658 | 183103.021 | 36537.0448 |
Total P&L (%) | 161.9469 | 100.4544 | 61.4925 | 219.6401 | 183.103 | 36.537 |
Avg Daily Profit (%) | 0.6081 | 0.3772 | 0.2309 | 0.4373 | 0.3915 | 0.117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41514 | -27545 | -41763 | -141103 | -85490 | -138657 |
Profit Factor | 1.5653 | 1.7815 | 1.3893 | 1.3886 | 1.77 | 1.1116 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 43.6364 | 45.4545 | 41.8182 | 43.6364 | 45.4545 | 41.8182 |
Ratio Avg Win / Avg Loss | 2.0219 | 2.1378 | 1.933 | 1.7935 | 2.124 | 1.5465 |
Largest Winning Trade | 39588 | 39588 | 23089 | 112688 | 112688 | 59164 |
Largest Losing Trade | -12753 | -12753 | -10209 | -40223 | -40223 | -37431 |
Avg Bars in Trades | 113 | 117 | 108 | 113 | 117 | 108 |
Avg Bars in Winners | 162 | 169 | 155 | 162 | 169 | 155 |
Avg Bars in Losers | 74 | 74 | 75 | 74 | 74 | 75 |
Bars Traded | 12441 | 6461 | 5980 | 12441 | 6461 | 5980 |
Profit Streak | 279.89 | 281.3067 | 279.89 | 279.89 | 281.3067 | 279.89 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408070 | -170097 | -174966 | 316624 | -169996 | -320039 |
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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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