Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562125.3678 | 465592.2123 | 96533.1554 | 400117.6864 | 161646.9121 | 238470.7743 |
Total P&L (%) | 562.1254 | 465.5922 | 96.5332 | 400.1177 | 161.6469 | 238.4708 |
Avg Daily Profit (%) | 0.2888 | 0.2392 | 0.0496 | 0.0827 | 0.0494 | 0.0627 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130360 | -75119 | -154533 | -443923 | -278749 | -296967 |
Profit Factor | 1.6333 | 2.3482 | 1.178 | 1.1552 | 1.1473 | 1.161 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 46.7532 | 42.8571 | 50.6494 | 46.7532 | 42.8571 | 50.6494 |
Ratio Avg Win / Avg Loss | 1.8602 | 3.1309 | 1.1478 | 1.3156 | 1.5298 | 1.1313 |
Largest Winning Trade | 157158 | 157158 | 66615 | 217684 | 163948 | 217684 |
Largest Losing Trade | -68675 | -20188 | -68675 | -171037 | -95325 | -171037 |
Avg Bars in Trades | 149 | 95 | 204 | 149 | 95 | 204 |
Avg Bars in Winners | 211 | 122 | 286 | 211 | 122 | 286 |
Avg Bars in Losers | 95 | 74 | 119 | 95 | 74 | 119 |
Bars Traded | 23061 | 7333 | 15728 | 23061 | 7333 | 15728 |
Profit Streak | 31.3466 | 0 | 37.2633 | 31.3466 | 0 | 37.2633 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431066 | -32307 | -192701 | -132215 | -228985 | -193984 |
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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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