Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137453.8901 | 57094.1699 | 80359.7202 | 214936.5434 | 128573.8411 | 86362.7023 |
Total P&L (%) | 137.4539 | 57.0942 | 80.3597 | 214.9365 | 128.5738 | 86.3627 |
Avg Daily Profit (%) | 0.5278 | 0.2192 | 0.3086 | 0.4415 | 0.3179 | 0.2393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24147 | -23469 | -25887 | -51234 | -28932 | -69834 |
Profit Factor | 1.5978 | 1.5509 | 1.6363 | 1.5022 | 1.7669 | 1.3318 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Profitability (%) | 53.8462 | 55.1282 | 52.5641 | 53.8462 | 55.1282 | 52.5641 |
Ratio Avg Win / Avg Loss | 1.3696 | 1.2624 | 1.4767 | 1.2876 | 1.4382 | 1.2019 |
Largest Winning Trade | 17968 | 17968 | 16719 | 25712 | 21947 | 25712 |
Largest Losing Trade | -21148 | -21148 | -14434 | -33117 | -22129 | -33117 |
Avg Bars in Trades | 158 | 158 | 158 | 158 | 158 | 158 |
Avg Bars in Winners | 156 | 154 | 159 | 156 | 154 | 159 |
Avg Bars in Losers | 161 | 164 | 158 | 161 | 164 | 158 |
Bars Traded | 24765 | 12388 | 12377 | 24765 | 12388 | 12377 |
Profit Streak | 1.7821 | 2.605 | 0 | 1.7821 | 2.605 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359221 | -28164 | -24984 | 311632 | -25838 | -27285 |
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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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