Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147264.4183 | 78876.7227 | 68387.6956 | 213377.2125 | 153414.5866 | 59962.626 |
Total P&L (%) | 147.2644 | 78.8767 | 68.3877 | 213.3772 | 153.4146 | 59.9626 |
Avg Daily Profit (%) | 0.5655 | 0.3029 | 0.2626 | 0.4396 | 0.3577 | 0.1806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43802 | -28013 | -34050 | -162505 | -95865 | -119198 |
Profit Factor | 1.6416 | 1.6833 | 1.5994 | 1.3828 | 1.5915 | 1.2011 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 77 | 45 | 32 | 77 | 45 | 32 |
Profitability (%) | 50 | 41.5584 | 58.4416 | 50 | 41.5584 | 58.4416 |
Ratio Avg Win / Avg Loss | 1.6416 | 2.3671 | 1.1373 | 1.3828 | 2.2381 | 0.8541 |
Largest Winning Trade | 68273 | 68273 | 12213 | 175285 | 175285 | 40084 |
Largest Losing Trade | -16778 | -8685 | -16778 | -62008 | -20092 | -62008 |
Avg Bars in Trades | 160 | 154 | 166 | 160 | 154 | 166 |
Avg Bars in Winners | 174 | 157 | 187 | 174 | 157 | 187 |
Avg Bars in Losers | 146 | 151 | 138 | 146 | 151 | 138 |
Bars Traded | 24712 | 11872 | 12840 | 24712 | 11872 | 12840 |
Profit Streak | 0 | 3.8413 | 0 | 0 | 3.8413 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477535 | -35314 | -32019 | 348116 | -35058 | -37382 |
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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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