Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263075.4251 | 97822.1305 | 165253.2946 | 281500.8929 | 64924.0683 | 216576.8246 |
Total P&L (%) | 263.0754 | 97.8221 | 165.2533 | 281.5009 | 64.9241 | 216.5768 |
Avg Daily Profit (%) | 0.2526 | 0.0939 | 0.1586 | 0.1286 | 0.048 | 0.1107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83048 | -69974 | -80234 | -165510 | -153491 | -73528 |
Profit Factor | 1.5198 | 1.4515 | 1.5709 | 1.3381 | 1.1562 | 1.5195 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 57.047 | 54.6667 | 59.4595 | 57.047 | 54.6667 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.1443 | 1.2037 | 1.0711 | 1.0075 | 0.9588 | 1.036 |
Largest Winning Trade | 72155 | 72155 | 31506 | 94997 | 94997 | 66336 |
Largest Losing Trade | -50990 | -23938 | -50990 | -89794 | -89794 | -73528 |
Avg Bars in Trades | 164 | 113 | 215 | 164 | 113 | 215 |
Avg Bars in Winners | 131 | 100 | 160 | 131 | 100 | 160 |
Avg Bars in Losers | 206 | 128 | 295 | 206 | 128 | 295 |
Bars Traded | 24436 | 8487 | 15949 | 24436 | 8487 | 15949 |
Profit Streak | 0 | 0 | 19.5707 | 0 | 0 | 19.5707 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388978 | -122660 | -53389 | -19687 | -235538 | -106190 |
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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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