Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81777.8954 | 50811.0799 | 30966.8155 | 73516.4457 | 53541.3203 | 19975.1254 |
Total P&L (%) | 81.7779 | 50.8111 | 30.9668 | 73.5164 | 53.5413 | 19.9751 |
Avg Daily Profit (%) | 0.314 | 0.1951 | 0.1189 | 0.2118 | 0.1648 | 0.07 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40489 | -33794 | -18909 | -64106 | -52943 | -33044 |
Profit Factor | 1.3214 | 1.3932 | 1.2473 | 1.2113 | 1.3144 | 1.1125 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 51.8987 | 46.8354 | 56.962 | 51.8987 | 46.8354 | 56.962 |
Ratio Avg Win / Avg Loss | 1.2247 | 1.5815 | 0.9424 | 1.1227 | 1.492 | 0.8406 |
Largest Winning Trade | 42157 | 42157 | 14402 | 64831 | 64831 | 17683 |
Largest Losing Trade | -15529 | -13482 | -15529 | -24669 | -13821 | -24669 |
Avg Bars in Trades | 154 | 140 | 169 | 154 | 140 | 169 |
Avg Bars in Winners | 144 | 134 | 152 | 144 | 134 | 152 |
Avg Bars in Losers | 166 | 145 | 192 | 166 | 145 | 192 |
Bars Traded | 24481 | 11067 | 13413 | 24481 | 11067 | 13413 |
Profit Streak | 0 | 12.2837 | 0 | 0 | 12.2837 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305601 | -19950 | -66361 | 249942 | -21620 | -232063 |
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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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