Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83368.3858 | 53277.5545 | 30090.8312 | 90626.0429 | 49168.778 | 41457.265 |
Total P&L (%) | 83.3684 | 53.2776 | 30.0908 | 90.626 | 49.1688 | 41.4573 |
Avg Daily Profit (%) | 0.3201 | 0.2046 | 0.1155 | 0.248 | 0.1537 | 0.1333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39991 | -32293 | -17103 | -38603 | -35423 | -15069 |
Profit Factor | 1.4025 | 1.487 | 1.3079 | 1.4291 | 1.4351 | 1.4222 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 65.7718 | 65.3333 | 66.2162 | 65.7718 | 65.3333 | 66.2162 |
Ratio Avg Win / Avg Loss | 0.7299 | 0.789 | 0.6673 | 0.7437 | 0.7615 | 0.7256 |
Largest Winning Trade | 14394 | 14394 | 8484 | 15687 | 15687 | 12818 |
Largest Losing Trade | -20445 | -20176 | -20445 | -21267 | -19710 | -21267 |
Avg Bars in Trades | 165 | 164 | 166 | 165 | 164 | 166 |
Avg Bars in Winners | 126 | 127 | 125 | 126 | 127 | 125 |
Avg Bars in Losers | 240 | 234 | 246 | 240 | 234 | 246 |
Bars Traded | 24629 | 12321 | 12308 | 24629 | 12321 | 12308 |
Profit Streak | 4.5767 | 4.5767 | 8.9621 | 4.5767 | 4.5767 | 8.9621 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342664 | -49663 | -105738 | 326329 | -50708 | -80400 |
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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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