Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68560.1826 | 47713.5268 | 20846.6558 | 86745.1641 | 58345.6093 | 28399.5548 |
Total P&L (%) | 68.5602 | 47.7135 | 20.8467 | 86.7452 | 58.3456 | 28.3996 |
Avg Daily Profit (%) | 0.1493 | 0.1039 | 0.0454 | 0.1361 | 0.1002 | 0.0545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30158 | -19948 | -16472 | -48952 | -33312 | -26414 |
Profit Factor | 1.7037 | 1.7087 | 1.6925 | 1.5708 | 1.5547 | 1.607 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 74.5098 | 73.6842 | 75.3247 | 74.5098 | 73.6842 | 75.3247 |
Ratio Avg Win / Avg Loss | 0.5828 | 0.6103 | 0.5544 | 0.5374 | 0.5553 | 0.5264 |
Largest Winning Trade | 8157 | 8157 | 3551 | 11324 | 11324 | 5792 |
Largest Losing Trade | -15485 | -12538 | -15485 | -25043 | -18148 | -25043 |
Avg Bars in Trades | 68 | 124 | 12 | 68 | 124 | 12 |
Avg Bars in Winners | 31 | 55 | 8 | 31 | 55 | 8 |
Avg Bars in Losers | 175 | 315 | 28 | 175 | 315 | 28 |
Bars Traded | 10450 | 9450 | 1000 | 10450 | 9450 | 1000 |
Profit Streak | 0 | 628.3605 | 0 | 0 | 628.3605 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355913 | -100798 | -176761 | -7997 | -105548 | -162057 |
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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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