Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56557.4646 | 36596.4539 | 19961.0107 | 50506.2643 | 36017.7023 | 14488.562 |
Total P&L (%) | 56.5575 | 36.5965 | 19.961 | 50.5063 | 36.0177 | 14.4886 |
Avg Daily Profit (%) | 0.6515 | 0.4216 | 0.2299 | 0.4721 | 0.355 | 0.156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54085 | -14420 | -44329 | -75198 | -18520 | -60079 |
Profit Factor | 1.3898 | 1.6137 | 1.2335 | 1.2625 | 1.4577 | 1.1274 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 75.1515 | 73.1707 | 77.1084 | 75.1515 | 73.1707 | 77.1084 |
Ratio Avg Win / Avg Loss | 0.4595 | 0.5917 | 0.3662 | 0.4174 | 0.5345 | 0.3347 |
Largest Winning Trade | 5711 | 5711 | 5427 | 6216 | 6216 | 5696 |
Largest Losing Trade | -39325 | -8754 | -39325 | -52883 | -13725 | -52883 |
Avg Bars in Trades | 147 | 150 | 143 | 147 | 150 | 143 |
Avg Bars in Winners | 79 | 78 | 80 | 79 | 78 | 80 |
Avg Bars in Losers | 351 | 347 | 356 | 351 | 347 | 356 |
Bars Traded | 24282 | 12342 | 11941 | 24282 | 12342 | 11941 |
Profit Streak | 2.1985 | 2.1985 | 4.5353 | 2.1985 | 2.1985 | 4.5353 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384152 | 81000 | 59861 | 286405 | 26397 | -98272 |
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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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