Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125431.2028 | 40378.4745 | 85052.7283 | 145111.4453 | 58756.1166 | 86355.3287 |
Total P&L (%) | 125.4312 | 40.3785 | 85.0527 | 145.1114 | 58.7561 | 86.3553 |
Avg Daily Profit (%) | 0.4817 | 0.1551 | 0.3266 | 0.3449 | 0.1776 | 0.2393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78826 | -59649 | -23660 | -67137 | -48511 | -37827 |
Profit Factor | 1.2627 | 1.1658 | 1.3637 | 1.2288 | 1.1846 | 1.2734 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Losing Trades | 158 | 75 | 83 | 158 | 75 | 83 |
Profitability (%) | 44.9477 | 47.5524 | 42.3611 | 44.9477 | 47.5524 | 42.3611 |
Ratio Avg Win / Avg Loss | 1.5466 | 1.2858 | 1.8556 | 1.5051 | 1.3065 | 1.7326 |
Largest Winning Trade | 21541 | 18399 | 21541 | 22858 | 22281 | 22858 |
Largest Losing Trade | -21830 | -21830 | -14756 | -20383 | -20383 | -17064 |
Avg Bars in Trades | 84 | 92 | 77 | 84 | 92 | 77 |
Avg Bars in Winners | 114 | 120 | 107 | 114 | 120 | 107 |
Avg Bars in Losers | 60 | 66 | 55 | 60 | 66 | 55 |
Bars Traded | 24343 | 13192 | 11151 | 24343 | 13192 | 11151 |
Profit Streak | 4.6181 | 0 | 8.4722 | 4.6181 | 0 | 8.4722 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341789 | -35662 | 247406 | 292238 | -13339 | 200674 |
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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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