Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175966.2627 | 85500.0103 | 90466.2524 | 253383.6453 | 94654.7489 | 158728.8964 |
Total P&L (%) | 175.9663 | 85.5 | 90.4663 | 253.3836 | 94.6547 | 158.7289 |
Avg Daily Profit (%) | 0.3379 | 0.1642 | 0.1737 | 0.2427 | 0.128 | 0.1827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45868 | -38284 | -33548 | -64548 | -57703 | -47963 |
Profit Factor | 1.5483 | 1.5479 | 1.5486 | 1.4769 | 1.3702 | 1.5759 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 56.051 | 52.5641 | 59.4937 | 56.051 | 52.5641 | 59.4937 |
Ratio Avg Win / Avg Loss | 1.214 | 1.3969 | 1.0544 | 1.158 | 1.2365 | 1.0729 |
Largest Winning Trade | 44564 | 44564 | 21932 | 34889 | 31982 | 34889 |
Largest Losing Trade | -37108 | -37108 | -23728 | -42984 | -41964 | -42984 |
Avg Bars in Trades | 155 | 167 | 142 | 155 | 167 | 142 |
Avg Bars in Winners | 146 | 148 | 144 | 146 | 148 | 144 |
Avg Bars in Losers | 166 | 189 | 140 | 166 | 189 | 140 |
Bars Traded | 24362 | 13084 | 11278 | 24362 | 13084 | 11278 |
Profit Streak | 8.4126 | 0 | 13.7668 | 8.4126 | 0 | 13.7668 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435977 | -25780 | -15942 | 390990 | -56366 | -15698 |
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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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