Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54301.4601 | 37715.2562 | 16586.2039 | 47320.0358 | 36850.6186 | 10469.4172 |
Total P&L (%) | 54.3015 | 37.7153 | 16.5862 | 47.32 | 36.8506 | 10.4694 |
Avg Daily Profit (%) | 0.6255 | 0.4345 | 0.1911 | 0.4473 | 0.362 | 0.1148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52628 | -18887 | -43833 | -81128 | -25036 | -65877 |
Profit Factor | 1.361 | 1.5804 | 1.1942 | 1.2201 | 1.3973 | 1.0857 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 71.1656 | 71.9512 | 70.3704 | 71.1656 | 71.9512 | 70.3704 |
Ratio Avg Win / Avg Loss | 0.5515 | 0.6161 | 0.5028 | 0.4944 | 0.5447 | 0.4571 |
Largest Winning Trade | 7272 | 7272 | 4378 | 8442 | 8442 | 6669 |
Largest Losing Trade | -38423 | -10693 | -38423 | -57249 | -15301 | -57249 |
Avg Bars in Trades | 149 | 152 | 147 | 149 | 152 | 147 |
Avg Bars in Winners | 88 | 88 | 89 | 88 | 88 | 89 |
Avg Bars in Losers | 300 | 316 | 284 | 300 | 316 | 284 |
Bars Traded | 24434 | 12475 | 11959 | 24434 | 12475 | 11959 |
Profit Streak | 0 | 0 | 2.6834 | 0 | 0 | 2.6834 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383496 | 145761 | -22379 | 278763 | 80440 | -331349 |
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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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