Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64618.6881 | 36273.6649 | 28345.0233 | 15744.9992 | 31808.5985 | -16063.5993 |
Total P&L (%) | 64.6187 | 36.2737 | 28.345 | 15.745 | 31.8086 | -16.0636 |
Avg Daily Profit (%) | 0.2481 | 0.1393 | 0.1088 | 0.0562 | 0.1061 | -0.0672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65956 | -42211 | -78817 | -92816 | -35837 | -118113 |
Profit Factor | 1.2036 | 1.2445 | 1.1678 | 1.0406 | 1.1964 | 0.9287 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 103 | 46 | 57 | 103 | 46 | 57 |
Losing Trades | 46 | 29 | 17 | 46 | 29 | 17 |
Profitability (%) | 69.1275 | 61.3333 | 77.027 | 69.1275 | 61.3333 | 77.027 |
Ratio Avg Win / Avg Loss | 0.5375 | 0.7846 | 0.3483 | 0.4648 | 0.7542 | 0.277 |
Largest Winning Trade | 16043 | 16043 | 15547 | 15579 | 15579 | 15463 |
Largest Losing Trade | -49037 | -32846 | -49037 | -64629 | -27248 | -64629 |
Avg Bars in Trades | 164 | 171 | 158 | 164 | 171 | 158 |
Avg Bars in Winners | 105 | 106 | 104 | 105 | 106 | 104 |
Avg Bars in Losers | 297 | 273 | 338 | 297 | 273 | 338 |
Bars Traded | 24549 | 12843 | 11706 | 24549 | 12843 | 11706 |
Profit Streak | 4.9915 | 5.9082 | 4.9915 | 4.9915 | 5.9082 | 4.9915 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309001 | -66998 | -149960 | -302049 | -115920 | -642140 |
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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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