Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133851.8158 | 62901.3597 | 70950.4561 | 154156.8537 | 106087.564 | 48069.2897 |
Total P&L (%) | 133.8518 | 62.9014 | 70.9505 | 154.1569 | 106.0876 | 48.0693 |
Avg Daily Profit (%) | 0.514 | 0.2415 | 0.2724 | 0.3588 | 0.2781 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47383 | -33419 | -48699 | -147616 | -71353 | -90070 |
Profit Factor | 1.2794 | 1.2956 | 1.2665 | 1.1809 | 1.2947 | 1.0977 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Losing Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Profitability (%) | 51.505 | 51.3333 | 51.6779 | 51.505 | 51.3333 | 51.6779 |
Ratio Avg Win / Avg Loss | 1.2047 | 1.2283 | 1.1843 | 1.1119 | 1.2274 | 1.0264 |
Largest Winning Trade | 18824 | 15089 | 18824 | 36164 | 36164 | 34160 |
Largest Losing Trade | -24518 | -15323 | -24518 | -68096 | -19681 | -68096 |
Avg Bars in Trades | 82 | 83 | 81 | 82 | 83 | 81 |
Avg Bars in Winners | 92 | 89 | 95 | 92 | 89 | 95 |
Avg Bars in Losers | 71 | 77 | 66 | 71 | 77 | 66 |
Bars Traded | 24712 | 12549 | 12163 | 24712 | 12549 | 12163 |
Profit Streak | 0 | 0 | 2.2771 | 0 | 0 | 2.2771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382541 | 236437 | 178563 | -12195 | 264507 | -110549 |
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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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