Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152704.8523 | 81615.3642 | 71089.4881 | 235814.1664 | 156574.7508 | 79239.4156 |
Total P&L (%) | 152.7049 | 81.6154 | 71.0895 | 235.8142 | 156.5748 | 79.2394 |
Avg Daily Profit (%) | 0.5864 | 0.3134 | 0.273 | 0.4663 | 0.3625 | 0.2243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66085 | -59645 | -21892 | -67181 | -59342 | -33845 |
Profit Factor | 1.5401 | 1.5698 | 1.5096 | 1.5741 | 1.8185 | 1.361 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Profitability (%) | 47.1698 | 49.3671 | 45 | 47.1698 | 49.3671 | 45 |
Ratio Avg Win / Avg Loss | 1.7249 | 1.6101 | 1.845 | 1.7629 | 1.8651 | 1.6635 |
Largest Winning Trade | 33249 | 33249 | 21516 | 43362 | 43362 | 34243 |
Largest Losing Trade | -10587 | -10587 | -10106 | -31764 | -17930 | -31764 |
Avg Bars in Trades | 154 | 160 | 148 | 154 | 160 | 148 |
Avg Bars in Winners | 223 | 224 | 221 | 223 | 224 | 221 |
Avg Bars in Losers | 92 | 97 | 88 | 92 | 97 | 88 |
Bars Traded | 24514 | 12667 | 11848 | 24514 | 12667 | 11848 |
Profit Streak | 0 | 7.1498 | 0 | 0 | 7.1498 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429211 | -16483 | -12077 | 399721 | -15457 | -13401 |
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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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