Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129439.7695 | 71448.5693 | 57991.2002 | 123498.5945 | 56691.8278 | 66806.7667 |
Total P&L (%) | 129.4398 | 71.4486 | 57.9912 | 123.4986 | 56.6918 | 66.8068 |
Avg Daily Profit (%) | 0.497 | 0.2744 | 0.2227 | 0.3093 | 0.1726 | 0.1967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78396 | -55823 | -44282 | -90913 | -68342 | -54870 |
Profit Factor | 1.3802 | 1.421 | 1.3397 | 1.2822 | 1.2574 | 1.3074 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 38.8158 | 35.5263 | 42.1053 | 38.8158 | 35.5263 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.1756 | 2.5789 | 1.842 | 2.0212 | 2.282 | 1.7977 |
Largest Winning Trade | 57087 | 57087 | 23367 | 70629 | 70629 | 26617 |
Largest Losing Trade | -12306 | -12306 | -11183 | -13059 | -12763 | -13059 |
Avg Bars in Trades | 162 | 152 | 172 | 162 | 152 | 172 |
Avg Bars in Winners | 275 | 261 | 287 | 275 | 261 | 287 |
Avg Bars in Losers | 90 | 91 | 88 | 90 | 91 | 88 |
Bars Traded | 24675 | 11555 | 13120 | 24675 | 11555 | 13120 |
Profit Streak | 16.3769 | 17.304 | 16.3769 | 16.3769 | 17.304 | 16.3769 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303580 | -45223 | -44403 | 224258 | -47980 | -44234 |
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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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