Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156765.9347 | 79378.8809 | 77387.0538 | 216132.8637 | 107080.7228 | 109052.1409 |
Total P&L (%) | 156.7659 | 79.3789 | 77.3871 | 216.1329 | 107.0807 | 109.0521 |
Avg Daily Profit (%) | 0.301 | 0.1524 | 0.1486 | 0.2212 | 0.1399 | 0.1417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46348 | -38635 | -33870 | -73793 | -45785 | -50033 |
Profit Factor | 1.5179 | 1.5553 | 1.4844 | 1.5307 | 1.5784 | 1.4909 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 54.1667 | 52.7778 | 55.5556 | 54.1667 | 52.7778 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.2844 | 1.3916 | 1.1875 | 1.2952 | 1.4123 | 1.1927 |
Largest Winning Trade | 25724 | 25724 | 24994 | 35404 | 35404 | 31593 |
Largest Losing Trade | -28437 | -23738 | -28437 | -44099 | -24146 | -44099 |
Avg Bars in Trades | 168 | 182 | 154 | 168 | 182 | 154 |
Avg Bars in Winners | 156 | 179 | 134 | 156 | 179 | 134 |
Avg Bars in Losers | 182 | 186 | 178 | 182 | 186 | 178 |
Bars Traded | 24254 | 13166 | 11088 | 24254 | 13166 | 11088 |
Profit Streak | 15.3338 | 15.3338 | 31.2296 | 15.3338 | 15.3338 | 31.2296 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424675 | -69459 | -70976 | 402950 | -82854 | -80135 |
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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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