Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69623.4546 | 43068.1997 | 26555.2548 | 73105.7338 | 45489.5666 | 27616.1672 |
Total P&L (%) | 69.6235 | 43.0682 | 26.5553 | 73.1057 | 45.4896 | 27.6162 |
Avg Daily Profit (%) | 0.2674 | 0.1654 | 0.102 | 0.2109 | 0.1441 | 0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36285 | -34268 | -21933 | -32055 | -33274 | -18598 |
Profit Factor | 1.3547 | 1.4035 | 1.2966 | 1.3745 | 1.4416 | 1.2995 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Profitability (%) | 65.6051 | 67.9487 | 63.2911 | 65.6051 | 67.9487 | 63.2911 |
Ratio Avg Win / Avg Loss | 0.7103 | 0.662 | 0.7521 | 0.7206 | 0.68 | 0.7537 |
Largest Winning Trade | 11205 | 11205 | 7218 | 11057 | 11057 | 7442 |
Largest Losing Trade | -19492 | -19492 | -10664 | -18598 | -17954 | -18598 |
Avg Bars in Trades | 155 | 151 | 160 | 155 | 151 | 160 |
Avg Bars in Winners | 117 | 118 | 116 | 117 | 118 | 116 |
Avg Bars in Losers | 229 | 222 | 236 | 229 | 222 | 236 |
Bars Traded | 24480 | 11820 | 12660 | 24480 | 11820 | 12660 |
Profit Streak | 0 | 11.2175 | 0 | 0 | 11.2175 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301442 | -27731 | -88218 | 289326 | -35312 | -99156 |
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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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