Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207062.9369 | 131383.1034 | 75679.8335 | 287216.7684 | 214403.9963 | 72812.7721 |
Total P&L (%) | 207.0629 | 131.3831 | 75.6798 | 287.2168 | 214.404 | 72.8128 |
Avg Daily Profit (%) | 2.3852 | 1.5135 | 0.8718 | 1.5717 | 1.3283 | 0.6321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20177 | -21914 | -8272 | -21418 | -22653 | -7752 |
Profit Factor | 2.6483 | 2.5303 | 2.9032 | 3.3924 | 3.5974 | 2.9413 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 38.2716 | 35.8025 | 40.7407 | 38.2716 | 35.8025 | 40.7407 |
Ratio Avg Win / Avg Loss | 4.2715 | 4.5371 | 4.2228 | 5.4716 | 6.4504 | 4.2783 |
Largest Winning Trade | 137172 | 137172 | 69417 | 223952 | 223952 | 66895 |
Largest Losing Trade | -6427 | -6427 | -2293 | -6074 | -6074 | -2230 |
Avg Bars in Trades | 152 | 234 | 70 | 152 | 234 | 70 |
Avg Bars in Winners | 246 | 398 | 113 | 246 | 398 | 113 |
Avg Bars in Losers | 94 | 143 | 41 | 94 | 143 | 41 |
Bars Traded | 24721 | 19003 | 5718 | 24721 | 19003 | 5718 |
Profit Streak | 0.3277 | 0.3277 | 1.352 | 0.3277 | 0.3277 | 1.352 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369778 | -4850 | -1510 | 396050 | -3068 | -2933 |
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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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