Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154368.1324 | 100278.5428 | 54089.5896 | 189270.3185 | 148389.6894 | 40880.6292 |
Total P&L (%) | 154.3681 | 100.2785 | 54.0896 | 189.2703 | 148.3897 | 40.8806 |
Avg Daily Profit (%) | 0.2964 | 0.1925 | 0.1039 | 0.2042 | 0.1748 | 0.0658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72225 | -48540 | -39460 | -65014 | -45090 | -81910 |
Profit Factor | 1.4294 | 1.6311 | 1.2696 | 1.3916 | 1.8056 | 1.1367 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 56.9536 | 59.2105 | 54.6667 | 56.9536 | 59.2105 | 54.6667 |
Ratio Avg Win / Avg Loss | 1.0803 | 1.1237 | 1.0528 | 1.0518 | 1.2438 | 0.9426 |
Largest Winning Trade | 28493 | 28493 | 21127 | 28702 | 28702 | 23092 |
Largest Losing Trade | -30780 | -30780 | -20234 | -54540 | -26647 | -54540 |
Avg Bars in Trades | 162 | 175 | 149 | 162 | 175 | 149 |
Avg Bars in Winners | 138 | 136 | 141 | 138 | 136 | 141 |
Avg Bars in Losers | 193 | 231 | 158 | 193 | 231 | 158 |
Bars Traded | 24522 | 13310 | 11212 | 24522 | 13310 | 11212 |
Profit Streak | 2.6115 | 3.4865 | 0 | 2.6115 | 3.4865 | 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 | 321524 | -39258 | -112142 | 284838 | -39073 | -235662 |
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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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