Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100103.3856 | 84479.7639 | 15623.6217 | 51121.2201 | 77134.168 | -26012.9479 |
Total P&L (%) | 100.1034 | 84.4798 | 15.6236 | 51.1212 | 77.1342 | -26.0129 |
Avg Daily Profit (%) | 0.1922 | 0.1622 | 0.03 | 0.0793 | 0.1098 | -0.0578 |
Buy And Hold Return (%) | 13.6101 | 13.6101 | 13.6101 | 13.6101 | 13.6101 | 13.6101 |
Max Trade Drawdown | -77645 | -61014 | -88407 | -118063 | -63339 | -106019 |
Profit Factor | 1.2274 | 1.3809 | 1.0715 | 1.0939 | 1.278 | 0.9026 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 54.7771 | 54.4304 | 55.1282 | 54.7771 | 54.4304 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.0133 | 1.1561 | 0.8722 | 0.9031 | 1.07 | 0.7347 |
Largest Winning Trade | 27924 | 27924 | 24691 | 32621 | 32621 | 24830 |
Largest Losing Trade | -23741 | -23741 | -23429 | -42684 | -42684 | -26262 |
Avg Bars in Trades | 157 | 167 | 147 | 157 | 167 | 147 |
Avg Bars in Winners | 182 | 185 | 179 | 182 | 185 | 179 |
Avg Bars in Losers | 127 | 145 | 108 | 127 | 145 | 108 |
Bars Traded | 24763 | 13224 | 11539 | 24763 | 13224 | 11539 |
Profit Streak | 8.1945 | 12.5695 | 0 | 8.1945 | 12.5695 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314681 | -18521 | -450422 | -206895 | -73168 | -615140 |
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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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