Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113980.533 | 72664.0659 | 41316.467 | 157063.6161 | 124004.5792 | 33059.0369 |
Total P&L (%) | 113.9805 | 72.6641 | 41.3165 | 157.0636 | 124.0046 | 33.059 |
Avg Daily Profit (%) | 0.4377 | 0.279 | 0.1587 | 0.3632 | 0.3102 | 0.1097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28008 | -21710 | -31982 | -55339 | -30991 | -72153 |
Profit Factor | 1.5003 | 1.6512 | 1.3555 | 1.3455 | 1.5721 | 1.139 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.7146 | 1.8871 | 1.5491 | 1.5378 | 1.7967 | 1.3017 |
Largest Winning Trade | 17317 | 17294 | 17317 | 28056 | 28056 | 25247 |
Largest Losing Trade | -10494 | -6433 | -10494 | -29397 | -16800 | -29397 |
Avg Bars in Trades | 164 | 168 | 160 | 164 | 168 | 160 |
Avg Bars in Winners | 215 | 224 | 206 | 215 | 224 | 206 |
Avg Bars in Losers | 120 | 120 | 120 | 120 | 120 | 120 |
Bars Traded | 24709 | 12667 | 12042 | 24709 | 12667 | 12042 |
Profit Streak | 0 | 0 | 11.8032 | 0 | 0 | 11.8032 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365974 | -48226 | -51436 | 309008 | -48229 | -175059 |
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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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