Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154491.9864 | 83230.9033 | 71261.0831 | 229108.4896 | 153593.7303 | 75514.7593 |
Total P&L (%) | 154.492 | 83.2309 | 71.2611 | 229.1085 | 153.5937 | 75.5148 |
Avg Daily Profit (%) | 0.5932 | 0.3196 | 0.2736 | 0.4585 | 0.358 | 0.2163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46837 | -33556 | -40157 | -255069 | -127579 | -207901 |
Profit Factor | 1.3829 | 1.3804 | 1.3859 | 1.1479 | 1.1876 | 1.1034 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 166 | 89 | 77 | 166 | 89 | 77 |
Losing Trades | 155 | 71 | 84 | 155 | 71 | 84 |
Profitability (%) | 51.7134 | 55.625 | 47.8261 | 51.7134 | 55.625 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.2913 | 1.1012 | 1.5119 | 1.0719 | 0.9474 | 1.2037 |
Largest Winning Trade | 39093 | 39093 | 17016 | 71982 | 71982 | 43580 |
Largest Losing Trade | -21078 | -21078 | -14541 | -79037 | -58353 | -79037 |
Avg Bars in Trades | 77 | 104 | 50 | 77 | 104 | 50 |
Avg Bars in Winners | 73 | 82 | 61 | 73 | 82 | 61 |
Avg Bars in Losers | 81 | 130 | 39 | 81 | 130 | 39 |
Bars Traded | 24733 | 16660 | 8073 | 24733 | 16660 | 8073 |
Profit Streak | 0.5716 | 0 | 1.3216 | 0.5716 | 0 | 1.3216 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313143 | 318054 | 192782 | -50855 | -7206 | -103633 |
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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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