Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136573.9288 | 67799.8428 | 68774.086 | 199735.4397 | 101931.2066 | 97804.2332 |
Total P&L (%) | 136.5739 | 67.7998 | 68.7741 | 199.7354 | 101.9312 | 97.8042 |
Avg Daily Profit (%) | 0.5244 | 0.2603 | 0.2641 | 0.4224 | 0.2702 | 0.2623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49781 | -22031 | -42502 | -77928 | -37928 | -81424 |
Profit Factor | 1.5625 | 1.71 | 1.4668 | 1.5323 | 1.723 | 1.4175 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 59.4771 | 59.2105 | 59.7403 | 59.4771 | 59.2105 | 59.7403 |
Ratio Avg Win / Avg Loss | 1.0645 | 1.178 | 0.9885 | 1.044 | 1.1869 | 0.9553 |
Largest Winning Trade | 20149 | 15660 | 20149 | 50266 | 24143 | 50266 |
Largest Losing Trade | -22101 | -13488 | -22101 | -40194 | -24613 | -40194 |
Avg Bars in Trades | 160 | 158 | 163 | 160 | 158 | 163 |
Avg Bars in Winners | 150 | 148 | 151 | 150 | 148 | 151 |
Avg Bars in Losers | 176 | 171 | 182 | 176 | 171 | 182 |
Bars Traded | 24623 | 12017 | 12606 | 24623 | 12017 | 12606 |
Profit Streak | 10.0587 | 16.017 | 10.0587 | 10.0587 | 16.017 | 10.0587 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517609 | -37673 | -32747 | 479576 | -37417 | -32982 |
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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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