Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76622.5971 | 35197.2527 | 41425.3444 | 91729.2309 | 35974.3059 | 55754.925 |
Total P&L (%) | 76.6226 | 35.1973 | 41.4253 | 91.7292 | 35.9743 | 55.7549 |
Avg Daily Profit (%) | 0.1669 | 0.0767 | 0.0902 | 0.1419 | 0.067 | 0.0966 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34230 | -16832 | -23956 | -61541 | -31207 | -43907 |
Profit Factor | 1.5058 | 1.4537 | 1.5603 | 1.3816 | 1.2898 | 1.4797 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 60 | 60 | 60 | 60 | 60 | 60 |
Ratio Avg Win / Avg Loss | 1.0038 | 0.9692 | 1.0402 | 0.9211 | 0.8599 | 0.9865 |
Largest Winning Trade | 9962 | 9190 | 9962 | 17994 | 12904 | 17994 |
Largest Losing Trade | -20465 | -13704 | -20465 | -38605 | -27221 | -38605 |
Avg Bars in Trades | 58 | 61 | 55 | 58 | 61 | 55 |
Avg Bars in Winners | 44 | 39 | 49 | 44 | 39 | 49 |
Avg Bars in Losers | 78 | 93 | 64 | 78 | 93 | 64 |
Bars Traded | 10502 | 5511 | 4991 | 10502 | 5511 | 4991 |
Profit Streak | 598.6959 | 598.6959 | 608.4043 | 598.6959 | 598.6959 | 608.4043 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413533 | -93072 | -71344 | -1900 | -106950 | -63914 |
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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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