Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467021.8752 | 299314.2599 | 167707.6153 | 329930.1349 | 219892.1108 | 110038.0241 |
Total P&L (%) | 467.0219 | 299.3143 | 167.7076 | 329.9301 | 219.8921 | 110.038 |
Avg Daily Profit (%) | 0.3443 | 0.2207 | 0.1236 | 0.1076 | 0.0858 | 0.0547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143191 | -76392 | -81285 | -164841 | -86956 | -103647 |
Profit Factor | 1.5853 | 1.73 | 1.4324 | 1.3038 | 1.4562 | 1.1822 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 87 | 35 | 52 | 87 | 35 | 52 |
Losing Trades | 68 | 43 | 25 | 68 | 43 | 25 |
Profitability (%) | 56.129 | 44.8718 | 67.5325 | 56.129 | 44.8718 | 67.5325 |
Ratio Avg Win / Avg Loss | 1.2391 | 2.1254 | 0.6886 | 1.0191 | 1.789 | 0.5684 |
Largest Winning Trade | 142537 | 142537 | 35303 | 84948 | 78589 | 84948 |
Largest Losing Trade | -61144 | -45079 | -61144 | -77062 | -74697 | -77062 |
Avg Bars in Trades | 26 | 22 | 29 | 26 | 22 | 29 |
Avg Bars in Winners | 30 | 29 | 30 | 30 | 29 | 30 |
Avg Bars in Losers | 20 | 17 | 25 | 20 | 17 | 25 |
Bars Traded | 4049 | 1792 | 2257 | 4049 | 1792 | 2257 |
Profit Streak | 15.5626 | 29.5626 | 0 | 15.5626 | 29.5626 | 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 | 473327 | -24557 | -67846 | -46783 | -111932 | -180738 |
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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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