Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137354.7975 | 74361.2863 | 62993.5112 | 150062.5278 | 86609.2937 | 63453.2341 |
Total P&L (%) | 137.3548 | 74.3613 | 62.9935 | 150.0625 | 86.6093 | 63.4532 |
Avg Daily Profit (%) | 0.2637 | 0.1428 | 0.1209 | 0.1761 | 0.1199 | 0.0944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56157 | -58459 | -28442 | -143949 | -148253 | -84424 |
Profit Factor | 1.3657 | 1.3768 | 1.3534 | 1.1867 | 1.2088 | 1.1631 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 43.2099 | 40.7407 | 45.679 | 43.2099 | 40.7407 | 45.679 |
Ratio Avg Win / Avg Loss | 1.7949 | 2.0026 | 1.6095 | 1.5597 | 1.7583 | 1.3832 |
Largest Winning Trade | 42648 | 42648 | 22591 | 67322 | 67322 | 53228 |
Largest Losing Trade | -14136 | -11434 | -14136 | -34690 | -27313 | -34690 |
Avg Bars in Trades | 150 | 141 | 158 | 150 | 141 | 158 |
Avg Bars in Winners | 234 | 231 | 236 | 234 | 231 | 236 |
Avg Bars in Losers | 85 | 79 | 92 | 85 | 79 | 92 |
Bars Traded | 24305 | 11456 | 12849 | 24305 | 11456 | 12849 |
Profit Streak | 10.226 | 14.1635 | 10.226 | 10.226 | 14.1635 | 10.226 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306092 | -16308 | -44037 | -7863 | -47900 | -122023 |
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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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