Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86253.2176 | 45768.6773 | 40484.5404 | 104123.4502 | 42153.4742 | 61969.9761 |
Total P&L (%) | 86.2532 | 45.7687 | 40.4845 | 104.1235 | 42.1535 | 61.97 |
Avg Daily Profit (%) | 0.1879 | 0.0997 | 0.0882 | 0.1556 | 0.0766 | 0.1051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32359 | -28886 | -21045 | -83210 | -75223 | -41134 |
Profit Factor | 1.5979 | 1.6524 | 1.5463 | 1.3997 | 1.3045 | 1.5076 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 72.7778 | 72.2222 | 73.3333 | 72.7778 | 72.2222 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.5977 | 0.6355 | 0.5623 | 0.5235 | 0.5017 | 0.5482 |
Largest Winning Trade | 8430 | 7852 | 8430 | 14236 | 12353 | 14236 |
Largest Losing Trade | -28886 | -28886 | -21045 | -75223 | -75223 | -41134 |
Avg Bars in Trades | 59 | 58 | 60 | 59 | 58 | 60 |
Avg Bars in Winners | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Losers | 113 | 101 | 125 | 113 | 101 | 125 |
Bars Traded | 10697 | 5227 | 5470 | 10697 | 5227 | 5470 |
Profit Streak | 598.5616 | 598.895 | 598.5616 | 598.5616 | 598.895 | 598.5616 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440479 | -58196 | -74299 | 386925 | -91158 | -50340 |
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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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