Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94518.2274 | 48042.0811 | 46476.1463 | 90766.8247 | 32359.8991 | 58406.9256 |
Total P&L (%) | 94.5182 | 48.0421 | 46.4761 | 90.7668 | 32.3599 | 58.4069 |
Avg Daily Profit (%) | 0.3629 | 0.1845 | 0.1785 | 0.2483 | 0.1077 | 0.1768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59924 | -42149 | -33465 | -113762 | -87061 | -57731 |
Profit Factor | 1.3379 | 1.308 | 1.3757 | 1.1841 | 1.1167 | 1.2709 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 50.3106 | 46.25 | 54.321 | 50.3106 | 46.25 | 54.321 |
Ratio Avg Win / Avg Loss | 1.3214 | 1.5201 | 1.1568 | 1.1695 | 1.2978 | 1.0687 |
Largest Winning Trade | 36909 | 36909 | 14271 | 63751 | 63751 | 18881 |
Largest Losing Trade | -17938 | -17938 | -10705 | -28936 | -28936 | -18110 |
Avg Bars in Trades | 152 | 148 | 156 | 152 | 148 | 156 |
Avg Bars in Winners | 170 | 163 | 176 | 170 | 163 | 176 |
Avg Bars in Losers | 133 | 135 | 131 | 133 | 135 | 131 |
Bars Traded | 24527 | 11872 | 12654 | 24527 | 11872 | 12654 |
Profit Streak | 0 | 5.5236 | 0 | 0 | 5.5236 | 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 | 317440 | -14380 | -6456 | -10469 | -165883 | -6237 |
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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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