Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100216.238 | 53784.5649 | 46431.6731 | 115882.2645 | 79720.6093 | 36161.6552 |
Total P&L (%) | 100.2162 | 53.7846 | 46.4317 | 115.8823 | 79.7206 | 36.1617 |
Avg Daily Profit (%) | 0.3848 | 0.2065 | 0.1783 | 0.2959 | 0.2254 | 0.1186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51942 | -31070 | -36744 | -115949 | -69759 | -80907 |
Profit Factor | 1.3799 | 1.3737 | 1.3872 | 1.2526 | 1.3274 | 1.1679 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 50 | 45.4545 | 54.5455 | 50 | 45.4545 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3799 | 1.6485 | 1.156 | 1.2526 | 1.5929 | 0.9733 |
Largest Winning Trade | 20508 | 20508 | 17543 | 35567 | 35567 | 27703 |
Largest Losing Trade | -10061 | -8655 | -10061 | -18751 | -15989 | -18751 |
Avg Bars in Trades | 159 | 162 | 156 | 159 | 162 | 156 |
Avg Bars in Winners | 204 | 208 | 200 | 204 | 208 | 200 |
Avg Bars in Losers | 114 | 123 | 103 | 114 | 123 | 103 |
Bars Traded | 24549 | 12502 | 12047 | 24549 | 12502 | 12047 |
Profit Streak | 6.1901 | 6.1901 | 6.5651 | 6.1901 | 6.1901 | 6.5651 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372660 | -36185 | -35673 | 317304 | -35226 | -116792 |
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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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