Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133850.9086 | 72059.1089 | 61791.7997 | 134130.8478 | 118524.9422 | 15605.9056 |
Total P&L (%) | 133.8509 | 72.0591 | 61.7918 | 134.1308 | 118.5249 | 15.6059 |
Avg Daily Profit (%) | 0.514 | 0.2767 | 0.2373 | 0.3272 | 0.3006 | 0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62501 | -37844 | -68009 | -179359 | -47900 | -192153 |
Profit Factor | 1.4324 | 1.5217 | 1.3605 | 1.2183 | 1.504 | 1.0411 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 113 | 52 | 61 | 113 | 52 | 61 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 71.519 | 65.8228 | 77.2152 | 71.519 | 65.8228 | 77.2152 |
Ratio Avg Win / Avg Loss | 0.5704 | 0.7901 | 0.4015 | 0.4852 | 0.7809 | 0.3072 |
Largest Winning Trade | 17130 | 15529 | 17130 | 23615 | 23615 | 18646 |
Largest Losing Trade | -44563 | -29900 | -44563 | -116779 | -26452 | -116779 |
Avg Bars in Trades | 154 | 158 | 150 | 154 | 158 | 150 |
Avg Bars in Winners | 100 | 105 | 95 | 100 | 105 | 95 |
Avg Bars in Losers | 291 | 261 | 337 | 291 | 261 | 337 |
Bars Traded | 24450 | 12541 | 11909 | 24450 | 12541 | 11909 |
Profit Streak | 6.2883 | 6.2883 | 11.1113 | 6.2883 | 6.2883 | 11.1113 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484056 | -16809 | -16793 | 379480 | -16713 | -328262 |
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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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