Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154604.3679 | 68621.4693 | 85982.8986 | 234336.1531 | 110218.4281 | 124117.725 |
Total P&L (%) | 154.6044 | 68.6215 | 85.9829 | 234.3362 | 110.2184 | 124.1177 |
Avg Daily Profit (%) | 0.5937 | 0.2635 | 0.3302 | 0.4645 | 0.2857 | 0.3104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46899 | -59803 | -28602 | -67544 | -55390 | -41429 |
Profit Factor | 1.5351 | 1.4283 | 1.6682 | 1.576 | 1.5069 | 1.6554 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 54.0323 | 53.2258 | 54.8387 | 54.0323 | 53.2258 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.306 | 1.2551 | 1.3738 | 1.3408 | 1.3242 | 1.3633 |
Largest Winning Trade | 24723 | 24723 | 21356 | 38630 | 38630 | 28089 |
Largest Losing Trade | -17956 | -17956 | -14240 | -33742 | -24754 | -33742 |
Avg Bars in Trades | 198 | 203 | 193 | 198 | 203 | 193 |
Avg Bars in Winners | 228 | 233 | 223 | 228 | 233 | 223 |
Avg Bars in Losers | 163 | 170 | 156 | 163 | 170 | 156 |
Bars Traded | 24616 | 12637 | 11979 | 24616 | 12637 | 11979 |
Profit Streak | 5.7079 | 0 | 14.8642 | 5.7079 | 0 | 14.8642 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455945 | -146218 | -142676 | 425214 | -145455 | -142870 |
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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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