Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172589.8664 | 85282.4883 | 87307.3781 | 119176.0618 | 52071.3037 | 67104.7581 |
Total P&L (%) | 172.5899 | 85.2825 | 87.3074 | 119.1761 | 52.0713 | 67.1048 |
Avg Daily Profit (%) | 0.1541 | 0.0761 | 0.0779 | 0.0701 | 0.0374 | 0.0458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73529 | -83382 | -44069 | -117260 | -131244 | -91113 |
Profit Factor | 1.3727 | 1.2968 | 1.4967 | 1.1397 | 1.1016 | 1.1969 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 53.0488 | 53.6585 | 52.439 | 53.0488 | 53.6585 | 52.439 |
Ratio Avg Win / Avg Loss | 1.2149 | 1.12 | 1.3575 | 1.0087 | 0.9514 | 1.0855 |
Largest Winning Trade | 51832 | 51832 | 28897 | 64113 | 64113 | 34682 |
Largest Losing Trade | -44069 | -28392 | -44069 | -82765 | -51386 | -82765 |
Avg Bars in Trades | 24 | 33 | 15 | 24 | 33 | 15 |
Avg Bars in Winners | 22 | 27 | 16 | 22 | 27 | 16 |
Avg Bars in Losers | 27 | 40 | 14 | 27 | 40 | 14 |
Bars Traded | 4031 | 2748 | 1283 | 4031 | 2748 | 1283 |
Profit Streak | 0 | 0 | 20.1076 | 0 | 0 | 20.1076 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334397 | -95221 | -90914 | -164730 | -258491 | -139153 |
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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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