Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150095.3855 | 77342.1113 | 72753.2742 | 232125.9534 | 152921.3724 | 79204.5811 |
Total P&L (%) | 150.0954 | 77.3421 | 72.7533 | 232.126 | 152.9214 | 79.2046 |
Avg Daily Profit (%) | 0.5764 | 0.297 | 0.2794 | 0.462 | 0.3569 | 0.2243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53950 | -54050 | -26450 | -57852 | -44551 | -43070 |
Profit Factor | 1.5519 | 1.5957 | 1.5118 | 1.5826 | 1.8332 | 1.3685 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 45.8065 | 44.8718 | 46.7532 | 45.8065 | 44.8718 | 46.7532 |
Ratio Avg Win / Avg Loss | 1.836 | 1.9604 | 1.7218 | 1.8723 | 2.2522 | 1.5586 |
Largest Winning Trade | 32511 | 32511 | 23529 | 46208 | 46208 | 30701 |
Largest Losing Trade | -10376 | -7053 | -10376 | -28719 | -24179 | -28719 |
Avg Bars in Trades | 158 | 164 | 152 | 158 | 164 | 152 |
Avg Bars in Winners | 221 | 230 | 212 | 221 | 230 | 212 |
Avg Bars in Losers | 104 | 110 | 98 | 104 | 110 | 98 |
Bars Traded | 24541 | 12824 | 11717 | 24541 | 12824 | 11717 |
Profit Streak | 0 | 0 | 11.6414 | 0 | 0 | 11.6414 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408882 | -26395 | -32738 | 380443 | -25407 | -34085 |
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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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