Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96234.6011 | 57299.0113 | 38935.5897 | 99556.7433 | 67687.5791 | 31869.1642 |
Total P&L (%) | 96.2346 | 57.299 | 38.9356 | 99.5567 | 67.6876 | 31.8692 |
Avg Daily Profit (%) | 0.6928 | 0.4125 | 0.2803 | 0.4986 | 0.3728 | 0.1993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56043 | -32603 | -41433 | -63480 | -32984 | -49581 |
Profit Factor | 1.3771 | 1.4971 | 1.2782 | 1.3215 | 1.5019 | 1.1823 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 59.8726 | 60.2564 | 59.4937 | 59.8726 | 60.2564 | 59.4937 |
Ratio Avg Win / Avg Loss | 0.9229 | 0.9874 | 0.8703 | 0.8857 | 0.9906 | 0.805 |
Largest Winning Trade | 20296 | 20296 | 14589 | 34035 | 34035 | 13893 |
Largest Losing Trade | -25792 | -25792 | -23490 | -26390 | -26390 | -26003 |
Avg Bars in Trades | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Winners | 85 | 90 | 80 | 85 | 90 | 80 |
Avg Bars in Losers | 75 | 65 | 85 | 75 | 65 | 85 |
Bars Traded | 12797 | 6279 | 6518 | 12797 | 6279 | 6518 |
Profit Streak | 130.1855 | 0 | 130.3939 | 130.1855 | 0 | 130.3939 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417953 | -26420 | -22388 | 345987 | -26037 | -43660 |
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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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