Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344555.6658 | 223336.7249 | 121218.9409 | 219661.6076 | 184982.4719 | 34679.1357 |
Total P&L (%) | 344.5557 | 223.3367 | 121.2189 | 219.6616 | 184.9825 | 34.6791 |
Avg Daily Profit (%) | 0.2516 | 0.1631 | 0.0885 | 0.0849 | 0.0765 | 0.0217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142833 | -136360 | -79341 | -179318 | -184242 | -126573 |
Profit Factor | 1.4776 | 1.5975 | 1.3487 | 1.2031 | 1.3555 | 1.0618 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 70 | 25 | 45 | 70 | 25 | 45 |
Losing Trades | 88 | 54 | 34 | 88 | 54 | 34 |
Profitability (%) | 44.3038 | 31.6456 | 56.962 | 44.3038 | 31.6456 | 56.962 |
Ratio Avg Win / Avg Loss | 1.8576 | 3.4506 | 1.019 | 1.5125 | 2.9279 | 0.8022 |
Largest Winning Trade | 145631 | 145631 | 41225 | 118642 | 118642 | 92358 |
Largest Losing Trade | -42347 | -18209 | -42347 | -82516 | -35801 | -82516 |
Avg Bars in Trades | 102 | 95 | 108 | 102 | 95 | 108 |
Avg Bars in Winners | 154 | 175 | 142 | 154 | 175 | 142 |
Avg Bars in Losers | 60 | 58 | 63 | 60 | 58 | 63 |
Bars Traded | 16150 | 7554 | 8596 | 16150 | 7554 | 8596 |
Profit Streak | 4.3936 | 0 | 6.8102 | 4.3936 | 0 | 6.8102 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327697 | -23777 | -99477 | -80234 | -123350 | -345822 |
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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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