Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156944.7888 | 63564.7175 | 93380.0713 | 255301.6565 | 111566.5838 | 143735.0728 |
Total P&L (%) | 156.9448 | 63.5647 | 93.3801 | 255.3017 | 111.5666 | 143.7351 |
Avg Daily Profit (%) | 0.6027 | 0.2441 | 0.3586 | 0.488 | 0.2882 | 0.3427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37365 | -27413 | -18961 | -100389 | -56456 | -51564 |
Profit Factor | 1.4543 | 1.337 | 1.5954 | 1.3859 | 1.315 | 1.4675 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Losing Trades | 189 | 98 | 91 | 189 | 98 | 91 |
Profitability (%) | 37.2093 | 34.6667 | 39.7351 | 37.2093 | 34.6667 | 39.7351 |
Ratio Avg Win / Avg Loss | 2.4541 | 2.5197 | 2.4198 | 2.3386 | 2.4783 | 2.2256 |
Largest Winning Trade | 34018 | 34018 | 20296 | 59946 | 46498 | 59946 |
Largest Losing Trade | -9240 | -7393 | -9240 | -25201 | -17683 | -25201 |
Avg Bars in Trades | 82 | 82 | 82 | 82 | 82 | 82 |
Avg Bars in Winners | 145 | 154 | 138 | 145 | 154 | 138 |
Avg Bars in Losers | 45 | 44 | 45 | 45 | 44 | 45 |
Bars Traded | 24861 | 12427 | 12434 | 24861 | 12427 | 12434 |
Profit Streak | 1.8383 | 0 | 6.13 | 1.8383 | 0 | 6.13 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 222694 | 67022 | 302728 | 172365 | 91207 | 269682 |
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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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