Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170935.2137 | 129512.9329 | 41422.2809 | 163703.5757 | 177780.2656 | -14076.6898 |
Total P&L (%) | 170.9352 | 129.5129 | 41.4223 | 163.7036 | 177.7803 | -14.0767 |
Avg Daily Profit (%) | 0.1641 | 0.1243 | 0.0398 | 0.0931 | 0.0981 | -0.0146 |
Buy And Hold Return (%) | 48.8818 | 48.8818 | 48.8818 | 48.8818 | 48.8818 | 48.8818 |
Max Trade Drawdown | -62644 | -32015 | -65710 | -155760 | -64916 | -169433 |
Profit Factor | 1.441 | 1.8295 | 1.179 | 1.2172 | 1.6196 | 0.9698 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 68.125 | 66.25 | 70 | 68.125 | 66.25 | 70 |
Ratio Avg Win / Avg Loss | 0.6742 | 0.932 | 0.5053 | 0.5695 | 0.8251 | 0.4156 |
Largest Winning Trade | 23573 | 23573 | 16600 | 36395 | 36395 | 27799 |
Largest Losing Trade | -58126 | -24447 | -58126 | -150086 | -49447 | -150086 |
Avg Bars in Trades | 154 | 154 | 153 | 154 | 154 | 153 |
Avg Bars in Winners | 114 | 112 | 115 | 114 | 112 | 115 |
Avg Bars in Losers | 239 | 236 | 242 | 239 | 236 | 242 |
Bars Traded | 24666 | 12359 | 12307 | 24666 | 12359 | 12307 |
Profit Streak | 59.5361 | 108.0778 | 59.5361 | 59.5361 | 108.0778 | 59.5361 |
Trades During Streak | 10 | 9 | 5 | 10 | 9 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315876 | -45245 | -345984 | -68666 | -79714 | -595854 |
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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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