Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224582.6654 | 134759.2195 | 89823.4459 | 332223.4255 | 210624.9607 | 121598.4648 |
Total P&L (%) | 224.5827 | 134.7592 | 89.8234 | 332.2234 | 210.625 | 121.5985 |
Avg Daily Profit (%) | 0.4312 | 0.2587 | 0.1725 | 0.2814 | 0.2179 | 0.1529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58733 | -54473 | -25917 | -177002 | -158780 | -72154 |
Profit Factor | 1.4862 | 1.627 | 1.3637 | 1.3125 | 1.4171 | 1.2178 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Profitability (%) | 38.7097 | 41.0256 | 36.3636 | 38.7097 | 41.0256 | 36.3636 |
Ratio Avg Win / Avg Loss | 2.3532 | 2.3388 | 2.3865 | 2.0781 | 2.0371 | 2.1312 |
Largest Winning Trade | 52591 | 52591 | 31390 | 160942 | 160942 | 57432 |
Largest Losing Trade | -18994 | -18994 | -18929 | -51957 | -51957 | -33231 |
Avg Bars in Trades | 156 | 157 | 156 | 156 | 157 | 156 |
Avg Bars in Winners | 264 | 245 | 287 | 264 | 245 | 287 |
Avg Bars in Losers | 88 | 95 | 81 | 88 | 95 | 81 |
Bars Traded | 24296 | 12254 | 12042 | 24296 | 12254 | 12042 |
Profit Streak | 5.6375 | 5.7417 | 0 | 5.6375 | 5.7417 | 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 | 305524 | -26611 | -38859 | 221213 | -28130 | -39918 |
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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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