Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107918.7148 | 45785.9129 | 62132.8019 | 143623.5132 | 66589.0834 | 77034.4298 |
Total P&L (%) | 107.9187 | 45.7859 | 62.1328 | 143.6235 | 66.5891 | 77.0344 |
Avg Daily Profit (%) | 0.4144 | 0.1758 | 0.2386 | 0.3425 | 0.1962 | 0.2196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29890 | -16518 | -28657 | -41653 | -22135 | -36155 |
Profit Factor | 1.4627 | 1.3902 | 1.536 | 1.4117 | 1.3824 | 1.4409 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Losing Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Profitability (%) | 46.0123 | 52.439 | 39.5062 | 46.0123 | 52.439 | 39.5062 |
Ratio Avg Win / Avg Loss | 1.7162 | 1.2609 | 2.352 | 1.6564 | 1.2538 | 2.2064 |
Largest Winning Trade | 25507 | 20216 | 25507 | 24509 | 22429 | 24509 |
Largest Losing Trade | -8622 | -8622 | -8471 | -14620 | -14260 | -14620 |
Avg Bars in Trades | 149 | 147 | 152 | 149 | 147 | 152 |
Avg Bars in Winners | 195 | 190 | 202 | 195 | 190 | 202 |
Avg Bars in Losers | 111 | 99 | 120 | 111 | 99 | 120 |
Bars Traded | 24436 | 12067 | 12369 | 24436 | 12067 | 12369 |
Profit Streak | 3.0758 | 3.2321 | 0 | 3.0758 | 3.2321 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305050 | -124 | -7371 | 271720 | 53347 | -7590 |
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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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