Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73392.8476 | 50896.7691 | 22496.0785 | 64696.9818 | 41447.8303 | 23249.1515 |
Total P&L (%) | 73.3928 | 50.8968 | 22.4961 | 64.697 | 41.4478 | 23.2492 |
Avg Daily Profit (%) | 0.2818 | 0.1954 | 0.0864 | 0.1918 | 0.1332 | 0.0803 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66777 | -30053 | -52549 | -72544 | -34359 | -55385 |
Profit Factor | 1.2026 | 1.2532 | 1.1395 | 1.1817 | 1.2098 | 1.1467 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 161 | 78 | 83 | 161 | 78 | 83 |
Losing Trades | 153 | 79 | 74 | 153 | 79 | 74 |
Profitability (%) | 51.2739 | 49.6815 | 52.8662 | 51.2739 | 49.6815 | 52.8662 |
Ratio Avg Win / Avg Loss | 1.1428 | 1.2692 | 1.0159 | 1.123 | 1.2253 | 1.0224 |
Largest Winning Trade | 15899 | 15899 | 11594 | 13119 | 12332 | 13119 |
Largest Losing Trade | -16577 | -16577 | -14927 | -13946 | -13946 | -13631 |
Avg Bars in Trades | 78 | 75 | 81 | 78 | 75 | 81 |
Avg Bars in Winners | 83 | 82 | 83 | 83 | 82 | 83 |
Avg Bars in Losers | 73 | 68 | 79 | 73 | 68 | 79 |
Bars Traded | 24717 | 11867 | 12850 | 24717 | 11867 | 12850 |
Profit Streak | 10.733 | 10.7851 | 10.733 | 10.733 | 10.7851 | 10.733 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354089 | 229839 | -149628 | -11416 | -17431 | -149251 |
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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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