Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180623.9148 | 83749.6999 | 96874.2149 | 342078.5916 | 220172.0691 | 121906.5225 |
Total P&L (%) | 180.6239 | 83.7497 | 96.8742 | 342.0786 | 220.1721 | 121.9065 |
Avg Daily Profit (%) | 0.6936 | 0.3216 | 0.372 | 0.5724 | 0.4479 | 0.3065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41858 | -40897 | -21221 | -129439 | -69281 | -92522 |
Profit Factor | 1.7194 | 1.6768 | 1.7607 | 1.6214 | 1.8872 | 1.4032 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 42.1053 | 42.1053 | 42.1053 | 42.1053 | 42.1053 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.3641 | 2.3056 | 2.421 | 2.2294 | 2.5949 | 1.9294 |
Largest Winning Trade | 41306 | 41306 | 22440 | 68972 | 68972 | 46591 |
Largest Losing Trade | -13546 | -10854 | -13546 | -57597 | -29265 | -57597 |
Avg Bars in Trades | 159 | 151 | 167 | 159 | 151 | 167 |
Avg Bars in Winners | 258 | 247 | 269 | 258 | 247 | 269 |
Avg Bars in Losers | 87 | 82 | 93 | 87 | 82 | 93 |
Bars Traded | 24301 | 11549 | 12752 | 24301 | 11549 | 12752 |
Profit Streak | 8.5982 | 0 | 16.869 | 8.5982 | 0 | 16.869 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435596 | -42086 | -40426 | 391489 | -40601 | -42498 |
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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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