Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155097.5902 | 78718.9406 | 76378.6496 | 96177.1235 | 13599.3673 | 82577.7563 |
Total P&L (%) | 155.0976 | 78.7189 | 76.3787 | 96.1771 | 13.5994 | 82.5778 |
Avg Daily Profit (%) | 0.1675 | 0.085 | 0.0825 | 0.0728 | 0.0138 | 0.065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61537 | -46184 | -38206 | -120980 | -113985 | -103687 |
Profit Factor | 1.4057 | 1.4509 | 1.3677 | 1.1537 | 1.0465 | 1.248 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 46.9388 | 47.2973 | 46.5753 | 46.9388 | 47.2973 | 46.5753 |
Ratio Avg Win / Avg Loss | 1.589 | 1.6167 | 1.5688 | 1.3042 | 1.166 | 1.4315 |
Largest Winning Trade | 64908 | 64908 | 41806 | 87803 | 87803 | 79557 |
Largest Losing Trade | -30375 | -16099 | -30375 | -62671 | -41402 | -62671 |
Avg Bars in Trades | 73 | 64 | 82 | 73 | 64 | 82 |
Avg Bars in Winners | 97 | 83 | 112 | 97 | 83 | 112 |
Avg Bars in Losers | 51 | 46 | 55 | 51 | 46 | 55 |
Bars Traded | 10739 | 4739 | 6000 | 10739 | 4739 | 6000 |
Profit Streak | 0 | 0 | 15.8689 | 0 | 0 | 15.8689 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301777 | -142831 | -153912 | -147987 | -463181 | -179024 |
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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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