Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153605.0535 | 87222.4648 | 66382.5887 | 235194.2784 | 170592.8217 | 64601.4567 |
Total P&L (%) | 153.6051 | 87.2225 | 66.3826 | 235.1943 | 170.5928 | 64.6015 |
Avg Daily Profit (%) | 0.5898 | 0.3349 | 0.2549 | 0.4655 | 0.383 | 0.1916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42958 | -49920 | -20710 | -54547 | -58114 | -34171 |
Profit Factor | 1.5377 | 1.5842 | 1.4867 | 1.4871 | 1.7076 | 1.2672 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 41.7178 | 41.4634 | 41.9753 | 41.7178 | 41.4634 | 41.9753 |
Ratio Avg Win / Avg Loss | 2.1482 | 2.2365 | 2.0552 | 2.0776 | 2.4108 | 1.7517 |
Largest Winning Trade | 33458 | 33458 | 19090 | 49286 | 49286 | 31045 |
Largest Losing Trade | -11624 | -11624 | -9760 | -25484 | -14536 | -25484 |
Avg Bars in Trades | 151 | 163 | 138 | 151 | 163 | 138 |
Avg Bars in Winners | 223 | 222 | 225 | 223 | 222 | 225 |
Avg Bars in Losers | 99 | 121 | 76 | 99 | 121 | 76 |
Bars Traded | 24632 | 13390 | 11242 | 24632 | 13390 | 11242 |
Profit Streak | 2.7614 | 2.7718 | 0 | 2.7614 | 2.7718 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304767 | 42129 | -6289 | 255398 | 67866 | -8290 |
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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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