Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91754.9334 | 44854.0765 | 46900.8569 | 123349.4448 | 47225.8909 | 76123.5538 |
Total P&L (%) | 91.7549 | 44.8541 | 46.9009 | 123.3494 | 47.2259 | 76.1236 |
Avg Daily Profit (%) | 0.1999 | 0.0977 | 0.1022 | 0.1752 | 0.0843 | 0.1234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27863 | -24000 | -19840 | -76826 | -65812 | -44262 |
Profit Factor | 1.685 | 1.6409 | 1.7332 | 1.4618 | 1.3293 | 1.6156 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 68 | 72 | 64 | 68 | 72 | 64 |
Ratio Avg Win / Avg Loss | 0.7929 | 0.6381 | 0.975 | 0.6879 | 0.5169 | 0.9088 |
Largest Winning Trade | 9263 | 8618 | 9263 | 15910 | 15124 | 15910 |
Largest Losing Trade | -23929 | -23929 | -19840 | -65608 | -65608 | -44262 |
Avg Bars in Trades | 71 | 69 | 74 | 71 | 69 | 74 |
Avg Bars in Winners | 45 | 48 | 42 | 45 | 48 | 42 |
Avg Bars in Losers | 126 | 123 | 129 | 126 | 123 | 129 |
Bars Traded | 10757 | 5200 | 5557 | 10757 | 5200 | 5557 |
Profit Streak | 599.702 | 599.702 | 609.2437 | 599.702 | 599.702 | 609.2437 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422005 | -118005 | -112362 | 378112 | -137412 | -82705 |
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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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