Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124900.9852 | 69788.2425 | 55112.7427 | 105241.2146 | 51596.2701 | 53644.9445 |
Total P&L (%) | 124.901 | 69.7882 | 55.1127 | 105.2412 | 51.5963 | 53.6449 |
Avg Daily Profit (%) | 0.4796 | 0.268 | 0.2116 | 0.2765 | 0.1599 | 0.1651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66257 | -56329 | -45801 | -71289 | -52162 | -37413 |
Profit Factor | 1.3333 | 1.4045 | 1.2726 | 1.3104 | 1.3267 | 1.2961 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 42.2078 | 41.5584 | 42.8571 | 42.2078 | 41.5584 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.8256 | 1.9751 | 1.6968 | 1.7942 | 1.8657 | 1.7282 |
Largest Winning Trade | 56541 | 56541 | 19331 | 54980 | 54980 | 20770 |
Largest Losing Trade | -16672 | -12736 | -16672 | -15015 | -9388 | -15015 |
Avg Bars in Trades | 160 | 160 | 160 | 160 | 160 | 160 |
Avg Bars in Winners | 248 | 246 | 250 | 248 | 246 | 250 |
Avg Bars in Losers | 95 | 98 | 92 | 95 | 98 | 92 |
Bars Traded | 24688 | 12345 | 12343 | 24688 | 12345 | 12343 |
Profit Streak | 5.8143 | 0 | 17.1685 | 5.8143 | 0 | 17.1685 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305686 | -36614 | -36897 | 238138 | -39226 | -37249 |
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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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