Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66480.6559 | 42145.5343 | 24335.1216 | 53370.0811 | 48158.4528 | 5211.6283 |
Total P&L (%) | 66.4807 | 42.1455 | 24.3351 | 53.3701 | 48.1585 | 5.2116 |
Avg Daily Profit (%) | 0.4786 | 0.3034 | 0.1752 | 0.3084 | 0.2834 | 0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71179 | -52712 | -29444 | -61350 | -38715 | -50990 |
Profit Factor | 1.1995 | 1.2493 | 1.1482 | 1.1544 | 1.3036 | 1.0279 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 160 | 76 | 84 | 160 | 76 | 84 |
Losing Trades | 159 | 83 | 76 | 159 | 83 | 76 |
Profitability (%) | 50.1567 | 47.7987 | 52.5 | 50.1567 | 47.7987 | 52.5 |
Ratio Avg Win / Avg Loss | 1.192 | 1.3643 | 1.0389 | 1.1472 | 1.4236 | 0.93 |
Largest Winning Trade | 30609 | 30609 | 11458 | 18947 | 18947 | 11814 |
Largest Losing Trade | -17200 | -17200 | -14457 | -20870 | -10531 | -20870 |
Avg Bars in Trades | 40 | 43 | 37 | 40 | 43 | 37 |
Avg Bars in Winners | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Losers | 40 | 47 | 32 | 40 | 47 | 32 |
Bars Traded | 12898 | 6968 | 5930 | 12898 | 6968 | 5930 |
Profit Streak | 139.3135 | 0 | 139.4177 | 139.3135 | 0 | 139.4177 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329139 | 139945 | -54691 | -42741 | 164975 | -501943 |
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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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