Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94925.1566 | 44423.2139 | 50501.9427 | 75607.6418 | 37177.3313 | 38430.3105 |
Total P&L (%) | 94.9252 | 44.4232 | 50.5019 | 75.6076 | 37.1773 | 38.4303 |
Avg Daily Profit (%) | 0.3645 | 0.1706 | 0.1939 | 0.2165 | 0.1215 | 0.125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63071 | -53958 | -43828 | -58704 | -52245 | -36380 |
Profit Factor | 1.2849 | 1.2718 | 1.2976 | 1.2344 | 1.2327 | 1.2361 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 52.2581 | 53.2468 | 51.2821 | 52.2581 | 53.2468 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.1739 | 1.1167 | 1.2327 | 1.1277 | 1.0823 | 1.1743 |
Largest Winning Trade | 20816 | 16804 | 20816 | 17058 | 16483 | 17058 |
Largest Losing Trade | -30122 | -27295 | -30122 | -28710 | -28710 | -27644 |
Avg Bars in Trades | 158 | 171 | 145 | 158 | 171 | 145 |
Avg Bars in Winners | 180 | 193 | 167 | 180 | 193 | 167 |
Avg Bars in Losers | 133 | 146 | 121 | 133 | 146 | 121 |
Bars Traded | 24517 | 13201 | 11316 | 24517 | 13201 | 11316 |
Profit Streak | 0 | 5.9899 | 0 | 0 | 5.9899 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314220 | -36783 | -29348 | 257545 | -75900 | -64559 |
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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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