Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136027.254 | 68446.2923 | 67580.9617 | 228806.3733 | 107355.8012 | 121450.5722 |
Total P&L (%) | 136.0273 | 68.4463 | 67.581 | 228.8064 | 107.3558 | 121.4506 |
Avg Daily Profit (%) | 0.5223 | 0.2628 | 0.2595 | 0.4581 | 0.2804 | 0.3058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25649 | -26978 | -14499 | -36525 | -37450 | -33690 |
Profit Factor | 1.7234 | 1.6863 | 1.7653 | 1.7284 | 1.674 | 1.7844 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 72.327 | 74.6835 | 70 | 72.327 | 74.6835 | 70 |
Ratio Avg Win / Avg Loss | 0.6594 | 0.5716 | 0.7566 | 0.6613 | 0.5675 | 0.7647 |
Largest Winning Trade | 18442 | 11494 | 18442 | 51198 | 18725 | 51198 |
Largest Losing Trade | -18411 | -18411 | -10444 | -31771 | -17798 | -31771 |
Avg Bars in Trades | 154 | 148 | 159 | 154 | 148 | 159 |
Avg Bars in Winners | 109 | 111 | 107 | 109 | 111 | 107 |
Avg Bars in Losers | 270 | 258 | 280 | 270 | 258 | 280 |
Bars Traded | 24517 | 11762 | 12755 | 24517 | 11762 | 12755 |
Profit Streak | 3.6144 | 0 | 6.2082 | 3.6144 | 0 | 6.2082 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454333 | -16404 | -8751 | 434918 | -16174 | -8157 |
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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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