Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108389.2546 | 40399.9704 | 67989.2842 | 137700.4389 | 60476.3283 | 77224.1106 |
Total P&L (%) | 108.3893 | 40.4 | 67.9893 | 137.7004 | 60.4763 | 77.2241 |
Avg Daily Profit (%) | 0.4162 | 0.1551 | 0.2611 | 0.333 | 0.1818 | 0.22 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30527 | -16805 | -24879 | -60123 | -27638 | -58620 |
Profit Factor | 1.4528 | 1.4015 | 1.49 | 1.3278 | 1.3596 | 1.3066 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 51.2658 | 50.6329 | 51.8987 | 51.2658 | 50.6329 | 51.8987 |
Ratio Avg Win / Avg Loss | 1.381 | 1.3664 | 1.381 | 1.2622 | 1.3256 | 1.211 |
Largest Winning Trade | 25456 | 14118 | 25456 | 32775 | 22235 | 32775 |
Largest Losing Trade | -15910 | -8982 | -15910 | -33825 | -18715 | -33825 |
Avg Bars in Trades | 155 | 168 | 142 | 155 | 168 | 142 |
Avg Bars in Winners | 180 | 194 | 166 | 180 | 194 | 166 |
Avg Bars in Losers | 130 | 143 | 116 | 130 | 143 | 116 |
Bars Traded | 24628 | 13343 | 11285 | 24628 | 13343 | 11285 |
Profit Streak | 5.8753 | 0 | 14.2919 | 5.8753 | 0 | 14.2919 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388167 | -22516 | -17359 | 335083 | -20993 | -18697 |
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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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