Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102295.7246 | 61509.4923 | 40786.2323 | 100186.4015 | 65483.6884 | 34702.7131 |
Total P&L (%) | 102.2957 | 61.5095 | 40.7862 | 100.1864 | 65.4837 | 34.7027 |
Avg Daily Profit (%) | 0.3928 | 0.2362 | 0.1566 | 0.2669 | 0.1936 | 0.1145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39448 | -29637 | -27486 | -91976 | -66043 | -56959 |
Profit Factor | 1.4923 | 1.5719 | 1.4069 | 1.2827 | 1.3531 | 1.2054 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 42.8571 | 39.1892 | 46.5753 | 42.8571 | 39.1892 | 46.5753 |
Ratio Avg Win / Avg Loss | 1.9898 | 2.4391 | 1.6138 | 1.7103 | 2.0996 | 1.3827 |
Largest Winning Trade | 76581 | 76581 | 17161 | 117565 | 117565 | 19280 |
Largest Losing Trade | -8271 | -5615 | -8271 | -15547 | -14280 | -15547 |
Avg Bars in Trades | 167 | 150 | 184 | 167 | 150 | 184 |
Avg Bars in Winners | 241 | 208 | 268 | 241 | 208 | 268 |
Avg Bars in Losers | 112 | 112 | 111 | 112 | 112 | 111 |
Bars Traded | 24617 | 11135 | 13482 | 24617 | 11135 | 13482 |
Profit Streak | 14.6772 | 18.7293 | 14.6772 | 14.6772 | 18.7293 | 14.6772 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340115 | -58315 | -66665 | 255250 | -59751 | -116994 |
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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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