Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176965.3719 | 49765.7171 | 127199.6547 | 196187.4694 | 88186.0533 | 108001.4161 |
Total P&L (%) | 176.9654 | 49.7657 | 127.1997 | 196.1875 | 88.1861 | 108.0014 |
Avg Daily Profit (%) | 0.3398 | 0.0956 | 0.2442 | 0.2087 | 0.1215 | 0.1407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100636 | -33514 | -85003 | -83670 | -33082 | -84726 |
Profit Factor | 1.4503 | 1.2878 | 1.5779 | 1.4365 | 1.5194 | 1.3862 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 65.1899 | 60.7595 | 69.6203 | 65.1899 | 60.7595 | 69.6203 |
Ratio Avg Win / Avg Loss | 0.7744 | 0.8317 | 0.6886 | 0.7671 | 0.9813 | 0.6049 |
Largest Winning Trade | 32473 | 16497 | 32473 | 34331 | 34331 | 31251 |
Largest Losing Trade | -35463 | -26519 | -35463 | -80871 | -26519 | -80871 |
Avg Bars in Trades | 155 | 100 | 211 | 155 | 100 | 211 |
Avg Bars in Winners | 120 | 74 | 160 | 120 | 74 | 160 |
Avg Bars in Losers | 221 | 139 | 327 | 221 | 139 | 327 |
Bars Traded | 24641 | 7928 | 16713 | 24641 | 7928 | 16713 |
Profit Streak | 9.2724 | 22.9599 | 9.2724 | 9.2724 | 22.9599 | 9.2724 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413696 | -93724 | -15924 | 370330 | -56396 | -30280 |
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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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