Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110213.7236 | 55391.6313 | 54822.0923 | 156558.2307 | 76335.1111 | 80223.1196 |
Total P&L (%) | 110.2137 | 55.3916 | 54.8221 | 156.5582 | 76.3351 | 80.2231 |
Avg Daily Profit (%) | 0.4232 | 0.2127 | 0.2105 | 0.3625 | 0.218 | 0.2264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36385 | -26319 | -22657 | -31723 | -27098 | -18836 |
Profit Factor | 1.5564 | 1.4805 | 1.6621 | 1.6908 | 1.5771 | 1.8502 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 68.9441 | 71.6049 | 66.25 | 68.9441 | 71.6049 | 66.25 |
Ratio Avg Win / Avg Loss | 0.7011 | 0.5871 | 0.8468 | 0.7616 | 0.6254 | 0.9425 |
Largest Winning Trade | 10194 | 10194 | 6483 | 15332 | 15332 | 9762 |
Largest Losing Trade | -20483 | -20483 | -10699 | -17003 | -17003 | -13961 |
Avg Bars in Trades | 152 | 151 | 153 | 152 | 151 | 153 |
Avg Bars in Winners | 108 | 108 | 108 | 108 | 108 | 108 |
Avg Bars in Losers | 250 | 259 | 242 | 250 | 259 | 242 |
Bars Traded | 24553 | 12274 | 12279 | 24553 | 12274 | 12279 |
Profit Streak | 6.0965 | 6.0965 | 20.784 | 6.0965 | 6.0965 | 20.784 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470120 | -2830 | -9795 | 467315 | -1220 | -8284 |
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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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