Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115154.9135 | 64673.4663 | 50481.4472 | 109086.9952 | 77306.6536 | 31780.3415 |
Total P&L (%) | 115.1549 | 64.6735 | 50.4814 | 109.087 | 77.3067 | 31.7803 |
Avg Daily Profit (%) | 1.3265 | 0.745 | 0.5815 | 0.8533 | 0.6619 | 0.3184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41498 | -19583 | -28051 | -37638 | -18186 | -25220 |
Profit Factor | 1.5863 | 1.6084 | 1.5603 | 1.624 | 1.8218 | 1.3935 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Losing Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Profitability (%) | 44.5161 | 48.7179 | 40.2597 | 44.5161 | 48.7179 | 40.2597 |
Ratio Avg Win / Avg Loss | 1.9771 | 1.693 | 2.3153 | 2.0241 | 1.9177 | 2.0678 |
Largest Winning Trade | 78086 | 78086 | 58140 | 91679 | 91679 | 43164 |
Largest Losing Trade | -9491 | -9491 | -7065 | -8356 | -8356 | -7541 |
Avg Bars in Trades | 157 | 163 | 150 | 157 | 163 | 150 |
Avg Bars in Winners | 187 | 200 | 171 | 187 | 200 | 171 |
Avg Bars in Losers | 132 | 128 | 136 | 132 | 128 | 136 |
Bars Traded | 24344 | 12767 | 11576 | 24344 | 12767 | 11576 |
Profit Streak | 1.755 | 1.755 | 2.4668 | 1.755 | 1.755 | 2.4668 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396913 | -24227 | -36972 | 386801 | -24170 | -41892 |
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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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