Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104453.3593 | 75387.8573 | 29065.5019 | 64553.8285 | 62358.4888 | 2195.3397 |
Total P&L (%) | 104.4534 | 75.3879 | 29.0655 | 64.5538 | 62.3585 | 2.1953 |
Avg Daily Profit (%) | 0.2006 | 0.1447 | 0.0558 | 0.0957 | 0.0931 | 0.0042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49485 | -35690 | -47852 | -99974 | -76168 | -100067 |
Profit Factor | 1.2443 | 1.3467 | 1.1383 | 1.0913 | 1.1782 | 1.0061 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 55.3459 | 55 | 55.6962 | 55.3459 | 55 | 55.6962 |
Ratio Avg Win / Avg Loss | 1.0039 | 1.1019 | 0.9055 | 0.8804 | 0.964 | 0.8003 |
Largest Winning Trade | 27653 | 25128 | 27653 | 41170 | 37458 | 41170 |
Largest Losing Trade | -28069 | -20512 | -28069 | -61942 | -33008 | -61942 |
Avg Bars in Trades | 153 | 162 | 145 | 153 | 162 | 145 |
Avg Bars in Winners | 131 | 134 | 127 | 131 | 134 | 127 |
Avg Bars in Losers | 182 | 195 | 168 | 182 | 195 | 168 |
Bars Traded | 24483 | 12974 | 11510 | 24483 | 12974 | 11510 |
Profit Streak | 7.3323 | 20.0198 | 0 | 7.3323 | 20.0198 | 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 | 324261 | -17756 | -218396 | -185776 | -113691 | -595250 |
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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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