Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123532.5348 | 51574.8339 | 71957.7009 | 142670.2629 | 69133.8971 | 73536.3657 |
Total P&L (%) | 123.5325 | 51.5748 | 71.9577 | 142.6703 | 69.1339 | 73.5364 |
Avg Daily Profit (%) | 0.4744 | 0.198 | 0.2763 | 0.341 | 0.202 | 0.2119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66028 | -69472 | -24395 | -49606 | -47797 | -33784 |
Profit Factor | 1.4135 | 1.3143 | 1.5344 | 1.5209 | 1.4653 | 1.5869 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 42.5926 | 39.5062 | 45.679 | 42.5926 | 39.5062 | 45.679 |
Ratio Avg Win / Avg Loss | 1.9051 | 2.0124 | 1.8247 | 2.0499 | 2.2437 | 1.8871 |
Largest Winning Trade | 48693 | 48693 | 20685 | 31265 | 31265 | 23524 |
Largest Losing Trade | -12175 | -12175 | -9229 | -11943 | -11943 | -10964 |
Avg Bars in Trades | 151 | 160 | 143 | 151 | 160 | 143 |
Avg Bars in Winners | 216 | 228 | 205 | 216 | 228 | 205 |
Avg Bars in Losers | 104 | 115 | 91 | 104 | 115 | 91 |
Bars Traded | 24584 | 12971 | 11613 | 24584 | 12971 | 11613 |
Profit Streak | 4.4469 | 0 | 14.8115 | 4.4469 | 0 | 14.8115 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310467 | -9776 | -2643 | 293077 | -7649 | -2872 |
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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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