Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164713.9708 | 101617.4804 | 63096.4903 | 224164.6831 | 136654.4077 | 87510.2755 |
Total P&L (%) | 164.714 | 101.6175 | 63.0965 | 224.1647 | 136.6544 | 87.5103 |
Avg Daily Profit (%) | 0.3163 | 0.1951 | 0.1211 | 0.2261 | 0.1655 | 0.1208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48996 | -57185 | -37358 | -162504 | -183443 | -125733 |
Profit Factor | 1.5058 | 1.6099 | 1.3968 | 1.2581 | 1.2916 | 1.2188 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 41.8919 | 39.1892 | 44.5946 | 41.8919 | 39.1892 | 44.5946 |
Ratio Avg Win / Avg Loss | 2.0887 | 2.4981 | 1.7354 | 1.7451 | 2.0042 | 1.5142 |
Largest Winning Trade | 43846 | 43846 | 22206 | 94491 | 94491 | 65856 |
Largest Losing Trade | -11621 | -11387 | -11621 | -41603 | -41603 | -26928 |
Avg Bars in Trades | 166 | 160 | 172 | 166 | 160 | 172 |
Avg Bars in Winners | 276 | 277 | 275 | 276 | 277 | 275 |
Avg Bars in Losers | 87 | 85 | 90 | 87 | 85 | 90 |
Bars Traded | 24688 | 11913 | 12775 | 24688 | 11913 | 12775 |
Profit Streak | 5.3875 | 16.1792 | 0 | 5.3875 | 16.1792 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304045 | -57535 | -97081 | 221794 | -59691 | -98200 |
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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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