Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72382.4214 | 48316.1691 | 24066.2523 | 52569.4422 | 56771.6991 | -4202.2569 |
Total P&L (%) | 72.3824 | 48.3162 | 24.0663 | 52.5694 | 56.7717 | -4.2023 |
Avg Daily Profit (%) | 0.5211 | 0.3478 | 0.1733 | 0.3046 | 0.3242 | -0.0309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40785 | -25521 | -40341 | -67118 | -33618 | -69794 |
Profit Factor | 1.3006 | 1.5039 | 1.1661 | 1.1679 | 1.4889 | 0.9787 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 114 | 51 | 63 | 114 | 51 | 63 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 65.5172 | 58.6207 | 72.4138 | 65.5172 | 58.6207 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.6845 | 1.0616 | 0.4442 | 0.6147 | 1.051 | 0.3728 |
Largest Winning Trade | 11198 | 11198 | 10030 | 14944 | 14944 | 13110 |
Largest Losing Trade | -32970 | -13025 | -32970 | -58077 | -18537 | -58077 |
Avg Bars in Trades | 75 | 74 | 75 | 75 | 74 | 75 |
Avg Bars in Winners | 54 | 53 | 54 | 54 | 53 | 54 |
Avg Bars in Losers | 115 | 104 | 130 | 115 | 104 | 130 |
Bars Traded | 13079 | 6518 | 6560 | 13079 | 6518 | 6560 |
Profit Streak | 142.2235 | 142.2235 | 145.1714 | 142.2235 | 142.2235 | 145.1714 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409440 | 327508 | -33775 | -27534 | 338571 | -578252 |
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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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