Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333359.4827 | 237970.4438 | 95389.0389 | 362981.6671 | 225182.7047 | 137798.9624 |
Total P&L (%) | 333.3595 | 237.9704 | 95.389 | 362.9817 | 225.1827 | 137.799 |
Avg Daily Profit (%) | 0.32 | 0.2285 | 0.0916 | 0.1472 | 0.1133 | 0.0832 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104066 | -82166 | -65680 | -532438 | -499371 | -362120 |
Profit Factor | 1.5418 | 1.8139 | 1.2954 | 1.1528 | 1.1865 | 1.118 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 68.3871 | 65.3846 | 71.4286 | 68.3871 | 65.3846 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.7127 | 0.9603 | 0.5182 | 0.5329 | 0.6281 | 0.4472 |
Largest Winning Trade | 38030 | 38030 | 19863 | 158981 | 158981 | 141631 |
Largest Losing Trade | -65680 | -45620 | -65680 | -345068 | -345068 | -214193 |
Avg Bars in Trades | 159 | 170 | 148 | 159 | 170 | 148 |
Avg Bars in Winners | 116 | 122 | 110 | 116 | 122 | 110 |
Avg Bars in Losers | 252 | 262 | 240 | 252 | 262 | 240 |
Bars Traded | 24733 | 13336 | 11396 | 24733 | 13336 | 11396 |
Profit Streak | 0 | 0 | 14.7219 | 0 | 0 | 14.7219 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422552 | -23658 | -110633 | -47413 | -91038 | -212596 |
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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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