Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132938.7101 | 69818.4635 | 63120.2466 | 183427.0194 | 116106.9029 | 67320.1164 |
Total P&L (%) | 132.9387 | 69.8185 | 63.1202 | 183.427 | 116.1069 | 67.3201 |
Avg Daily Profit (%) | 0.5105 | 0.2681 | 0.2424 | 0.4008 | 0.2963 | 0.1979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37882 | -55699 | -23830 | -63070 | -67499 | -45917 |
Profit Factor | 1.511 | 1.5388 | 1.4834 | 1.4347 | 1.5901 | 1.2989 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 44.2308 | 41.0256 | 47.4359 | 44.2308 | 41.0256 | 47.4359 |
Ratio Avg Win / Avg Loss | 1.9052 | 2.2121 | 1.6438 | 1.809 | 2.2858 | 1.4393 |
Largest Winning Trade | 33912 | 33912 | 17574 | 49270 | 49270 | 24460 |
Largest Losing Trade | -14434 | -9049 | -14434 | -26634 | -14834 | -26634 |
Avg Bars in Trades | 158 | 158 | 157 | 158 | 158 | 157 |
Avg Bars in Winners | 234 | 244 | 226 | 234 | 244 | 226 |
Avg Bars in Losers | 97 | 97 | 96 | 97 | 97 | 96 |
Bars Traded | 24649 | 12334 | 12315 | 24649 | 12334 | 12315 |
Profit Streak | 0 | 5.1676 | 0 | 0 | 5.1676 | 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 | 357752 | -27784 | -27010 | 307230 | -27217 | -29349 |
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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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