Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73538.6063 | 9594.9121 | 63943.6942 | 72319.1621 | 9288.5825 | 63030.5796 |
Total P&L (%) | 73.5386 | 9.5949 | 63.9437 | 72.3192 | 9.2886 | 63.0306 |
Avg Daily Profit (%) | 0.2824 | 0.0368 | 0.2455 | 0.2092 | 0.0341 | 0.1879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37795 | -41289 | -27469 | -39930 | -48477 | -29195 |
Profit Factor | 1.3329 | 1.0692 | 1.7767 | 1.314 | 1.0652 | 1.7168 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 60.9272 | 58.6667 | 63.1579 | 60.9272 | 58.6667 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.8548 | 0.7533 | 1.0364 | 0.8427 | 0.7505 | 1.0015 |
Largest Winning Trade | 9196 | 7087 | 9196 | 8862 | 8862 | 8374 |
Largest Losing Trade | -31477 | -31477 | -16438 | -32181 | -32181 | -16670 |
Avg Bars in Trades | 159 | 172 | 147 | 159 | 172 | 147 |
Avg Bars in Winners | 108 | 101 | 115 | 108 | 101 | 115 |
Avg Bars in Losers | 239 | 272 | 203 | 239 | 272 | 203 |
Bars Traded | 24144 | 12901 | 11243 | 24144 | 12901 | 11243 |
Profit Streak | 8.8944 | 0 | 8.9257 | 8.8944 | 0 | 8.9257 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303291 | -512433 | -38336 | 276605 | -520476 | -39006 |
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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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