Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116017.0005 | 85054.7802 | 30962.2203 | 128559.9101 | 116959.3401 | 11600.57 |
Total P&L (%) | 116.017 | 85.0548 | 30.9622 | 128.5599 | 116.9593 | 11.6006 |
Avg Daily Profit (%) | 0.4455 | 0.3266 | 0.1189 | 0.3179 | 0.2979 | 0.0422 |
Buy And Hold Return (%) | 29.1985 | 29.1985 | 29.1985 | 29.1985 | 29.1985 | 29.1985 |
Max Trade Drawdown | -39543 | -21899 | -37679 | -83891 | -29231 | -87951 |
Profit Factor | 1.419 | 1.6889 | 1.2018 | 1.2945 | 1.6544 | 1.045 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 75.7764 | 75 | 76.5432 | 75.7764 | 75 | 76.5432 |
Ratio Avg Win / Avg Loss | 0.4536 | 0.563 | 0.3683 | 0.4138 | 0.5515 | 0.3202 |
Largest Winning Trade | 13648 | 13648 | 12714 | 12684 | 12042 | 12684 |
Largest Losing Trade | -32089 | -17342 | -32089 | -75010 | -27774 | -75010 |
Avg Bars in Trades | 150 | 143 | 157 | 150 | 143 | 157 |
Avg Bars in Winners | 89 | 81 | 96 | 89 | 81 | 96 |
Avg Bars in Losers | 342 | 329 | 356 | 342 | 329 | 356 |
Bars Traded | 24256 | 11489 | 12767 | 24256 | 11489 | 12767 |
Profit Streak | 0 | 7.4574 | 0 | 0 | 7.4574 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338656 | -9834 | -193085 | 285763 | -9175 | -484714 |
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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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