Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118790.6214 | 48038.2638 | 70752.3576 | 150981.8747 | 88785.5453 | 62196.3294 |
Total P&L (%) | 118.7906 | 48.0383 | 70.7524 | 150.9819 | 88.7855 | 62.1963 |
Avg Daily Profit (%) | 0.4562 | 0.1845 | 0.2717 | 0.354 | 0.2443 | 0.1859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28172 | -33742 | -26236 | -69520 | -44577 | -73992 |
Profit Factor | 1.417 | 1.3028 | 1.5607 | 1.2872 | 1.3315 | 1.2412 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 43.3962 | 39.2405 | 47.5 | 43.3962 | 39.2405 | 47.5 |
Ratio Avg Win / Avg Loss | 1.8483 | 2.0172 | 1.725 | 1.6789 | 2.0617 | 1.3718 |
Largest Winning Trade | 20369 | 20369 | 17737 | 44070 | 44070 | 31759 |
Largest Losing Trade | -11499 | -11499 | -10598 | -28678 | -13474 | -28678 |
Avg Bars in Trades | 154 | 176 | 132 | 154 | 176 | 132 |
Avg Bars in Winners | 215 | 219 | 211 | 215 | 219 | 211 |
Avg Bars in Losers | 107 | 148 | 61 | 107 | 148 | 61 |
Bars Traded | 24559 | 13952 | 10607 | 24559 | 13952 | 10607 |
Profit Streak | 0 | 5.6959 | 0 | 0 | 5.6959 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309243 | -24642 | -10803 | 249238 | -22447 | -15121 |
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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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