Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148267.4823 | 56822.5785 | 91444.9038 | 171115.7585 | 45232.2712 | 125883.4873 |
Total P&L (%) | 148.2675 | 56.8226 | 91.4449 | 171.1158 | 45.2323 | 125.8835 |
Avg Daily Profit (%) | 0.2847 | 0.1091 | 0.1756 | 0.1917 | 0.0717 | 0.1566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50217 | -46950 | -40168 | -78966 | -47885 | -62921 |
Profit Factor | 1.3927 | 1.2987 | 1.4882 | 1.2727 | 1.1418 | 1.4082 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 49.0446 | 43.5897 | 54.4304 | 49.0446 | 43.5897 | 54.4304 |
Ratio Avg Win / Avg Loss | 1.447 | 1.6807 | 1.246 | 1.3223 | 1.4776 | 1.1789 |
Largest Winning Trade | 26608 | 21022 | 26608 | 39059 | 35324 | 39059 |
Largest Losing Trade | -28762 | -28762 | -21226 | -44432 | -44432 | -27685 |
Avg Bars in Trades | 155 | 168 | 143 | 155 | 168 | 143 |
Avg Bars in Winners | 181 | 200 | 166 | 181 | 200 | 166 |
Avg Bars in Losers | 131 | 144 | 115 | 131 | 144 | 115 |
Bars Traded | 24478 | 13165 | 11313 | 24478 | 13165 | 11313 |
Profit Streak | 7.2872 | 0 | 9.8706 | 7.2872 | 0 | 9.8706 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344112 | -84550 | -17642 | 289100 | -201075 | -18293 |
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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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