Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293630.7763 | 171037.4637 | 122593.3127 | 122915.0229 | 87558.7194 | 35356.3035 |
Total P&L (%) | 293.6308 | 171.0375 | 122.5933 | 122.915 | 87.5587 | 35.3563 |
Avg Daily Profit (%) | 0.2838 | 0.1653 | 0.1185 | 0.0775 | 0.0608 | 0.0293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116242 | -111848 | -59554 | -160631 | -123779 | -96528 |
Profit Factor | 1.397 | 1.4132 | 1.3763 | 1.1501 | 1.2004 | 1.0926 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 87 | 38 | 49 | 87 | 38 | 49 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 51.1765 | 44.7059 | 57.6471 | 51.1765 | 44.7059 | 57.6471 |
Ratio Avg Win / Avg Loss | 1.3327 | 1.748 | 1.0112 | 1.0972 | 1.4847 | 0.8027 |
Largest Winning Trade | 71545 | 71545 | 23162 | 68592 | 68592 | 29164 |
Largest Losing Trade | -59554 | -41485 | -59554 | -58460 | -37893 | -58460 |
Avg Bars in Trades | 140 | 168 | 112 | 140 | 168 | 112 |
Avg Bars in Winners | 152 | 196 | 119 | 152 | 196 | 119 |
Avg Bars in Losers | 126 | 145 | 102 | 126 | 145 | 102 |
Bars Traded | 23825 | 14283 | 9542 | 23825 | 14283 | 9542 |
Profit Streak | 20.0048 | 20.0048 | 54.4215 | 20.0048 | 20.0048 | 54.4215 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400374 | 265734 | -32627 | -142777 | -114090 | -275145 |
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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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