Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107182.4801 | 23797.8232 | 83384.6569 | 86324.0634 | 28085.5908 | 58238.4726 |
Total P&L (%) | 107.1825 | 23.7978 | 83.3847 | 86.3241 | 28.0856 | 58.2385 |
Avg Daily Profit (%) | 0.4116 | 0.0914 | 0.3202 | 0.2393 | 0.0951 | 0.1764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64205 | -24537 | -59731 | -131781 | -47658 | -118232 |
Profit Factor | 1.4257 | 1.3109 | 1.4758 | 1.2029 | 1.2206 | 1.1954 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 55.9748 | 53.75 | 58.2278 | 55.9748 | 53.75 | 58.2278 |
Ratio Avg Win / Avg Loss | 1.1213 | 1.128 | 1.0588 | 0.9461 | 1.0503 | 0.8576 |
Largest Winning Trade | 42081 | 15529 | 42081 | 54466 | 28557 | 54466 |
Largest Losing Trade | -45860 | -7819 | -45860 | -83833 | -14537 | -83833 |
Avg Bars in Trades | 152 | 37 | 268 | 152 | 37 | 268 |
Avg Bars in Winners | 114 | 33 | 190 | 114 | 33 | 190 |
Avg Bars in Losers | 201 | 43 | 378 | 201 | 43 | 378 |
Bars Traded | 24258 | 3012 | 21246 | 24258 | 3012 | 21246 |
Profit Streak | 3.2104 | 6.002 | 0 | 3.2104 | 6.002 | 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 | 343575 | -94840 | -17202 | 181546 | -89365 | -27655 |
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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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