Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233624.1382 | 112049.2508 | 121574.8873 | 327126.3399 | 187221.2034 | 139905.1365 |
Total P&L (%) | 233.6241 | 112.0493 | 121.5749 | 327.1263 | 187.2212 | 139.9051 |
Avg Daily Profit (%) | 0.2503 | 0.12 | 0.1302 | 0.1557 | 0.1131 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78481 | -97842 | -39829 | -114448 | -95659 | -90971 |
Profit Factor | 1.4526 | 1.3915 | 1.5287 | 1.4694 | 1.5023 | 1.4316 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 55.9211 | 52.6316 | 59.2105 | 55.9211 | 52.6316 | 59.2105 |
Ratio Avg Win / Avg Loss | 1.145 | 1.2523 | 1.0531 | 1.1583 | 1.3521 | 0.9862 |
Largest Winning Trade | 35386 | 35386 | 21956 | 56352 | 48538 | 56352 |
Largest Losing Trade | -25959 | -24099 | -25959 | -68245 | -68245 | -51625 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
Bars Traded | 3433 | 1687 | 1746 | 3433 | 1687 | 1746 |
Profit Streak | 10.6499 | 0 | 56.6499 | 10.6499 | 0 | 56.6499 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416074 | -80961 | -63863 | 390668 | -89541 | -114724 |
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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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