Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172444.1157 | 96950.5845 | 75493.5312 | 314200.7299 | 217736.8189 | 96463.911 |
Total P&L (%) | 172.4441 | 96.9506 | 75.4935 | 314.2007 | 217.7368 | 96.4639 |
Avg Daily Profit (%) | 0.6622 | 0.3723 | 0.2899 | 0.5472 | 0.4449 | 0.2597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55615 | -54469 | -25279 | -62794 | -63130 | -36424 |
Profit Factor | 1.6561 | 1.7191 | 1.5897 | 1.7744 | 2.1072 | 1.4614 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Losing Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Profitability (%) | 42.1384 | 45 | 39.2405 | 42.1384 | 45 | 39.2405 |
Ratio Avg Win / Avg Loss | 2.274 | 2.1012 | 2.4614 | 2.4365 | 2.5754 | 2.2628 |
Largest Winning Trade | 32900 | 32900 | 19916 | 59229 | 59229 | 31691 |
Largest Losing Trade | -9519 | -9118 | -9519 | -25050 | -14257 | -25050 |
Avg Bars in Trades | 154 | 163 | 146 | 154 | 163 | 146 |
Avg Bars in Winners | 233 | 233 | 233 | 233 | 233 | 233 |
Avg Bars in Losers | 97 | 106 | 90 | 97 | 106 | 90 |
Bars Traded | 24642 | 13077 | 11566 | 24642 | 13077 | 11566 |
Profit Streak | 5.2634 | 9.8988 | 0 | 5.2634 | 9.8988 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424783 | -9341 | -21183 | 397633 | -7972 | -22225 |
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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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