Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152897.8598 | 51663.0624 | 101234.7974 | 216588.8473 | 42608.7978 | 173980.0494 |
Total P&L (%) | 152.8979 | 51.6631 | 101.2348 | 216.5888 | 42.6088 | 173.98 |
Avg Daily Profit (%) | 0.2936 | 0.0992 | 0.1944 | 0.2215 | 0.0682 | 0.1937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53871 | -44286 | -29025 | -243530 | -137701 | -132080 |
Profit Factor | 1.4824 | 1.3103 | 1.6727 | 1.2761 | 1.1072 | 1.4499 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 54.1935 | 54.5455 | 53.8462 | 54.1935 | 54.5455 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.253 | 1.0919 | 1.4338 | 1.0786 | 0.9226 | 1.2427 |
Largest Winning Trade | 28613 | 27781 | 28613 | 49709 | 38432 | 49709 |
Largest Losing Trade | -26052 | -17508 | -26052 | -47665 | -47665 | -46572 |
Avg Bars in Trades | 157 | 156 | 157 | 157 | 156 | 157 |
Avg Bars in Winners | 155 | 143 | 168 | 155 | 143 | 168 |
Avg Bars in Losers | 158 | 171 | 145 | 158 | 171 | 145 |
Bars Traded | 24337 | 12039 | 12298 | 24337 | 12039 | 12298 |
Profit Streak | 0 | 7.4948 | 0 | 0 | 7.4948 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374620 | -102881 | -24897 | 307078 | -249481 | -25961 |
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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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