Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170354.6747 | 71620.8899 | 98733.7848 | 270091.5815 | 71213.1557 | 198878.4258 |
Total P&L (%) | 170.3547 | 71.6209 | 98.7338 | 270.0916 | 71.2132 | 198.8784 |
Avg Daily Profit (%) | 0.3271 | 0.1375 | 0.1896 | 0.2516 | 0.1033 | 0.2104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46887 | -38189 | -39777 | -55056 | -66985 | -42702 |
Profit Factor | 1.6403 | 1.4576 | 1.9013 | 1.602 | 1.2449 | 2.2596 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 71.5232 | 73.6842 | 69.3333 | 71.5232 | 73.6842 | 69.3333 |
Ratio Avg Win / Avg Loss | 0.6531 | 0.5206 | 0.841 | 0.6378 | 0.4446 | 0.9994 |
Largest Winning Trade | 21306 | 21306 | 19155 | 61027 | 61027 | 31482 |
Largest Losing Trade | -26603 | -26603 | -25501 | -50394 | -50394 | -23522 |
Avg Bars in Trades | 159 | 171 | 148 | 159 | 171 | 148 |
Avg Bars in Winners | 82 | 69 | 97 | 82 | 69 | 97 |
Avg Bars in Losers | 353 | 456 | 263 | 353 | 456 | 263 |
Bars Traded | 24142 | 13006 | 11136 | 24142 | 13006 | 11136 |
Profit Streak | 0 | 0 | 18.6464 | 0 | 0 | 18.6464 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433733 | -56754 | -45817 | 407832 | -103671 | -44947 |
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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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