Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180871.7093 | 73870.5557 | 107001.1536 | 236013.9176 | 91952.2681 | 144061.6495 |
Total P&L (%) | 180.8717 | 73.8706 | 107.0012 | 236.0139 | 91.9523 | 144.0617 |
Avg Daily Profit (%) | 0.3473 | 0.1418 | 0.2054 | 0.233 | 0.1253 | 0.1715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79885 | -34164 | -68632 | -428805 | -177685 | -306459 |
Profit Factor | 1.4342 | 1.5102 | 1.3937 | 1.1857 | 1.1972 | 1.179 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Losing Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Profitability (%) | 42.0118 | 45.8824 | 38.0952 | 42.0118 | 45.8824 | 38.0952 |
Ratio Avg Win / Avg Loss | 1.9796 | 1.7813 | 2.2647 | 1.6366 | 1.412 | 1.9159 |
Largest Winning Trade | 37001 | 31348 | 37001 | 143536 | 143536 | 106774 |
Largest Losing Trade | -22968 | -9809 | -22968 | -77064 | -54367 | -77064 |
Avg Bars in Trades | 143 | 56 | 231 | 143 | 56 | 231 |
Avg Bars in Winners | 219 | 83 | 386 | 219 | 83 | 386 |
Avg Bars in Losers | 88 | 34 | 136 | 88 | 34 | 136 |
Bars Traded | 24283 | 4838 | 19446 | 24283 | 4838 | 19446 |
Profit Streak | 15.0655 | 15.0655 | 16.9196 | 15.0655 | 15.0655 | 16.9196 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330372 | -3128 | 161226 | -8991 | -31319 | -20086 |
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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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