Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63312.2233 | 24589.3638 | 38722.8595 | 80271.8852 | 27077.918 | 53193.9672 |
Total P&L (%) | 63.3122 | 24.5894 | 38.7229 | 80.2719 | 27.0779 | 53.194 |
Avg Daily Profit (%) | 1.2157 | 0.4721 | 0.7435 | 1.1379 | 0.4612 | 0.8224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16713 | -19652 | -6570 | -26749 | -31268 | -10735 |
Profit Factor | 1.618 | 1.3963 | 1.9587 | 1.4946 | 1.2726 | 1.8451 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 62.8049 | 60.9756 | 64.6341 | 62.8049 | 60.9756 | 64.6341 |
Ratio Avg Win / Avg Loss | 0.9583 | 0.8936 | 1.0717 | 0.8852 | 0.8144 | 1.0096 |
Largest Winning Trade | 7647 | 7647 | 6695 | 11053 | 11053 | 7352 |
Largest Losing Trade | -10592 | -10592 | -4318 | -17386 | -17386 | -6246 |
Avg Bars in Trades | 146 | 154 | 137 | 146 | 154 | 137 |
Avg Bars in Winners | 119 | 117 | 121 | 119 | 117 | 121 |
Avg Bars in Losers | 191 | 213 | 167 | 191 | 213 | 167 |
Bars Traded | 23975 | 12685 | 11290 | 23975 | 12685 | 11290 |
Profit Streak | 8.0925 | 0 | 9.0487 | 8.0925 | 0 | 9.0487 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507089 | 11122 | 345344 | 496270 | -82 | 389278 |
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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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