Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128367.7753 | 75121.3426 | 53246.4328 | 201568.409 | 115298.0661 | 86270.3429 |
Total P&L (%) | 128.3678 | 75.1213 | 53.2464 | 201.5684 | 115.2981 | 86.2703 |
Avg Daily Profit (%) | 0.4929 | 0.2885 | 0.2045 | 0.4248 | 0.2949 | 0.2391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57741 | -21737 | -41659 | -47964 | -17307 | -35205 |
Profit Factor | 1.6715 | 1.8012 | 1.5467 | 2.0078 | 2.2116 | 1.8228 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 72.9032 | 74.026 | 71.7949 | 72.9032 | 74.026 | 71.7949 |
Ratio Avg Win / Avg Loss | 0.6213 | 0.632 | 0.6077 | 0.7463 | 0.776 | 0.7161 |
Largest Winning Trade | 12219 | 12219 | 9575 | 17316 | 17316 | 12344 |
Largest Losing Trade | -23140 | -14203 | -23140 | -22941 | -13864 | -22941 |
Avg Bars in Trades | 157 | 157 | 157 | 157 | 157 | 157 |
Avg Bars in Winners | 109 | 110 | 109 | 109 | 110 | 109 |
Avg Bars in Losers | 285 | 289 | 282 | 285 | 289 | 282 |
Bars Traded | 24415 | 12105 | 12309 | 24415 | 12105 | 12309 |
Profit Streak | 26.7203 | 26.7203 | 47.8453 | 26.7203 | 26.7203 | 47.8453 |
Trades During Streak | 15 | 7 | 14 | 15 | 7 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528556 | -29329 | -24519 | 530943 | -28482 | -22350 |
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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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