Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105923.6687 | 40643.8044 | 65279.8643 | 137585.1757 | 53319.9542 | 84265.2214 |
Total P&L (%) | 105.9237 | 40.6438 | 65.2799 | 137.5852 | 53.32 | 84.2652 |
Avg Daily Profit (%) | 0.4067 | 0.1561 | 0.2507 | 0.3328 | 0.1642 | 0.235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36512 | -20095 | -27805 | -50645 | -35596 | -34809 |
Profit Factor | 1.4498 | 1.3032 | 1.6436 | 1.3988 | 1.2707 | 1.5694 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 46.1538 | 47.4359 | 44.8718 | 46.1538 | 47.4359 | 44.8718 |
Ratio Avg Win / Avg Loss | 1.6915 | 1.4441 | 2.0193 | 1.632 | 1.4081 | 1.9281 |
Largest Winning Trade | 26023 | 18800 | 26023 | 23313 | 23265 | 23313 |
Largest Losing Trade | -11212 | -11212 | -8072 | -17401 | -17401 | -11757 |
Avg Bars in Trades | 158 | 215 | 101 | 158 | 215 | 101 |
Avg Bars in Winners | 198 | 251 | 141 | 198 | 251 | 141 |
Avg Bars in Losers | 124 | 183 | 69 | 124 | 183 | 69 |
Bars Traded | 24751 | 16820 | 7931 | 24751 | 16820 | 7931 |
Profit Streak | 3.504 | 4.3061 | 0 | 3.504 | 4.3061 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314904 | -31601 | -26995 | 280951 | -30677 | -27086 |
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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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