Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154339.5281 | 77303.2853 | 77036.2428 | 240827.2538 | 145109.573 | 95717.6808 |
Total P&L (%) | 154.3395 | 77.3033 | 77.0362 | 240.8273 | 145.1096 | 95.7177 |
Avg Daily Profit (%) | 0.5927 | 0.2968 | 0.2958 | 0.472 | 0.3449 | 0.2582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63191 | -64047 | -16263 | -74873 | -74123 | -44236 |
Profit Factor | 1.6179 | 1.5878 | 1.6514 | 1.5536 | 1.6641 | 1.4422 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 45.7143 | 47.1429 | 44.2857 | 45.7143 | 47.1429 | 44.2857 |
Ratio Avg Win / Avg Loss | 1.9213 | 1.7803 | 2.0776 | 1.845 | 1.8658 | 1.8144 |
Largest Winning Trade | 39199 | 39199 | 16776 | 54766 | 54766 | 43992 |
Largest Losing Trade | -11975 | -11975 | -9917 | -29404 | -22786 | -29404 |
Avg Bars in Trades | 176 | 192 | 160 | 176 | 192 | 160 |
Avg Bars in Winners | 238 | 243 | 233 | 238 | 243 | 233 |
Avg Bars in Losers | 124 | 147 | 103 | 124 | 147 | 103 |
Bars Traded | 24725 | 13479 | 11246 | 24725 | 13479 | 11246 |
Profit Streak | 2.4332 | 3.2144 | 0 | 2.4332 | 3.2144 | 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 | 348150 | -86507 | -86508 | 299572 | -85899 | -87893 |
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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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