Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70729.0823 | 41379.9116 | 29349.1707 | 57934.3183 | 47366.864 | 10567.4543 |
Total P&L (%) | 70.7291 | 41.3799 | 29.3492 | 57.9343 | 47.3669 | 10.5675 |
Avg Daily Profit (%) | 0.5092 | 0.2979 | 0.2113 | 0.3295 | 0.2795 | 0.0723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47356 | -29417 | -45935 | -95398 | -54321 | -88651 |
Profit Factor | 1.246 | 1.2948 | 1.1994 | 1.1271 | 1.2145 | 1.045 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 55.4878 | 57.3171 | 53.6585 | 55.4878 | 57.3171 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.9995 | 0.9642 | 1.0358 | 0.9041 | 0.9044 | 0.9025 |
Largest Winning Trade | 24985 | 18175 | 24985 | 28246 | 28246 | 24981 |
Largest Losing Trade | -14247 | -10908 | -14247 | -22080 | -19742 | -22080 |
Avg Bars in Trades | 81 | 81 | 80 | 81 | 81 | 80 |
Avg Bars in Winners | 82 | 82 | 82 | 82 | 82 | 82 |
Avg Bars in Losers | 80 | 81 | 79 | 80 | 81 | 79 |
Bars Traded | 13330 | 6696 | 6634 | 13330 | 6696 | 6634 |
Profit Streak | 125.0755 | 125.0755 | 125.9401 | 125.0755 | 125.0755 | 125.9401 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327551 | 687 | -1863 | -73728 | -96 | -422414 |
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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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