Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166602.6385 | 98578.8693 | 68023.7692 | 218434.7003 | 120171.6955 | 98263.0048 |
Total P&L (%) | 166.6026 | 98.5789 | 68.0238 | 218.4347 | 120.1717 | 98.263 |
Avg Daily Profit (%) | 0.3199 | 0.1893 | 0.1306 | 0.2226 | 0.1516 | 0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55378 | -53885 | -56291 | -124486 | -124199 | -95066 |
Profit Factor | 1.4154 | 1.4576 | 1.3665 | 1.2959 | 1.2998 | 1.2912 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 48.75 | 47.5 | 50 | 48.75 | 47.5 | 50 |
Ratio Avg Win / Avg Loss | 1.488 | 1.6111 | 1.3665 | 1.3623 | 1.4366 | 1.2912 |
Largest Winning Trade | 22171 | 22171 | 17561 | 49846 | 49846 | 34676 |
Largest Losing Trade | -27981 | -20179 | -27981 | -53649 | -39809 | -53649 |
Avg Bars in Trades | 154 | 173 | 135 | 154 | 173 | 135 |
Avg Bars in Winners | 173 | 188 | 159 | 173 | 188 | 159 |
Avg Bars in Losers | 137 | 160 | 112 | 137 | 160 | 112 |
Bars Traded | 24767 | 13891 | 10876 | 24767 | 13891 | 10876 |
Profit Streak | 4.6781 | 13.6156 | 0 | 4.6781 | 13.6156 | 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 | 346772 | -10233 | -38333 | 290541 | -12630 | -37474 |
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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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