Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175389.6794 | 66609.8368 | 108779.8427 | 287017.5488 | 106905.6354 | 180111.9134 |
Total P&L (%) | 175.3897 | 66.6098 | 108.7798 | 287.0175 | 106.9056 | 180.1119 |
Avg Daily Profit (%) | 0.3368 | 0.1279 | 0.2089 | 0.2602 | 0.1397 | 0.198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56392 | -30808 | -59158 | -108416 | -75381 | -79867 |
Profit Factor | 1.6062 | 1.3998 | 1.8867 | 1.4696 | 1.2942 | 1.7268 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 57.6923 | 52.5641 | 62.8205 | 57.6923 | 52.5641 | 62.8205 |
Ratio Avg Win / Avg Loss | 1.1779 | 1.2632 | 1.1166 | 1.0777 | 1.1679 | 1.022 |
Largest Winning Trade | 26553 | 22866 | 26553 | 69760 | 69760 | 46466 |
Largest Losing Trade | -33065 | -14262 | -33065 | -40698 | -34602 | -40698 |
Avg Bars in Trades | 155 | 178 | 132 | 155 | 178 | 132 |
Avg Bars in Winners | 174 | 195 | 157 | 174 | 195 | 157 |
Avg Bars in Losers | 129 | 159 | 91 | 129 | 159 | 91 |
Bars Traded | 24259 | 13901 | 10358 | 24259 | 13901 | 10358 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430736 | -56510 | -22920 | 378046 | -41185 | -23321 |
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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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