Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156670.3326 | 110689.9192 | 45980.4134 | 190006.9195 | 155663.3631 | 34343.5564 |
Total P&L (%) | 156.6703 | 110.6899 | 45.9804 | 190.0069 | 155.6634 | 34.3436 |
Avg Daily Profit (%) | 0.2715 | 0.1918 | 0.0797 | 0.1847 | 0.1628 | 0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45906 | -34894 | -23754 | -207573 | -152290 | -109998 |
Profit Factor | 1.7247 | 1.8315 | 1.5535 | 1.3041 | 1.4238 | 1.1334 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 44.4444 | 37.7778 | 51.1111 | 44.4444 | 37.7778 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.1559 | 3.0166 | 1.486 | 1.6301 | 2.345 | 1.0841 |
Largest Winning Trade | 64506 | 64506 | 22332 | 122887 | 122887 | 68326 |
Largest Losing Trade | -25954 | -25954 | -17066 | -123088 | -123088 | -84920 |
Avg Bars in Trades | 143 | 147 | 139 | 143 | 147 | 139 |
Avg Bars in Winners | 189 | 229 | 160 | 189 | 229 | 160 |
Avg Bars in Losers | 107 | 98 | 117 | 107 | 98 | 117 |
Bars Traded | 12934 | 6655 | 6279 | 12934 | 6655 | 6279 |
Profit Streak | 0 | 0 | 500.2082 | 0 | 0 | 500.2082 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330857 | 214157 | -86222 | 230384 | 150375 | -200707 |
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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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