Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119635.6423 | 48112.0547 | 71523.5875 | 149759.4298 | 112763.7214 | 36995.7084 |
Total P&L (%) | 119.6356 | 48.1121 | 71.5236 | 149.7594 | 112.7637 | 36.9957 |
Avg Daily Profit (%) | 0.4594 | 0.1847 | 0.2746 | 0.3521 | 0.2903 | 0.1209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66646 | -31171 | -57564 | -248287 | -75697 | -207480 |
Profit Factor | 1.5142 | 1.4223 | 1.6023 | 1.244 | 1.4041 | 1.1106 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 50.3356 | 48.6486 | 52 | 50.3356 | 48.6486 | 52 |
Ratio Avg Win / Avg Loss | 1.494 | 1.5013 | 1.4791 | 1.2275 | 1.4822 | 1.0251 |
Largest Winning Trade | 33137 | 33137 | 21432 | 89499 | 89499 | 39625 |
Largest Losing Trade | -21830 | -10714 | -21830 | -67723 | -42463 | -67723 |
Avg Bars in Trades | 164 | 160 | 167 | 164 | 160 | 167 |
Avg Bars in Winners | 216 | 201 | 229 | 216 | 201 | 229 |
Avg Bars in Losers | 111 | 121 | 100 | 111 | 121 | 100 |
Bars Traded | 24455 | 11857 | 12598 | 24455 | 11857 | 12598 |
Profit Streak | 3.8735 | 0 | 4.4256 | 3.8735 | 0 | 4.4256 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357685 | -58447 | -47736 | 265243 | -57265 | -190872 |
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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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