Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71538.5509 | 31939.8771 | 39598.6738 | 77723.6708 | 18690.3156 | 59033.3551 |
Total P&L (%) | 71.5386 | 31.9399 | 39.5987 | 77.7237 | 18.6903 | 59.0334 |
Avg Daily Profit (%) | 0.1558 | 0.0696 | 0.0863 | 0.1253 | 0.0373 | 0.1011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36273 | -30129 | -21231 | -85598 | -71509 | -32239 |
Profit Factor | 1.4081 | 1.3661 | 1.4497 | 1.2746 | 1.1248 | 1.4429 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 165 | 85 | 80 | 165 | 85 | 80 |
Losing Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Profitability (%) | 68.75 | 70.8333 | 66.6667 | 68.75 | 70.8333 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.64 | 0.5625 | 0.7248 | 0.5794 | 0.4632 | 0.7214 |
Largest Winning Trade | 8157 | 8157 | 7628 | 12596 | 8678 | 12596 |
Largest Losing Trade | -29003 | -29003 | -21231 | -69634 | -69634 | -32239 |
Avg Bars in Trades | 44 | 43 | 46 | 44 | 43 | 46 |
Avg Bars in Winners | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Losers | 85 | 88 | 83 | 85 | 88 | 83 |
Bars Traded | 10769 | 5172 | 5597 | 10769 | 5172 | 5597 |
Profit Streak | 587.0115 | 0 | 587.9282 | 587.0115 | 0 | 587.9282 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353739 | -102458 | -78979 | -23916 | -234001 | -57688 |
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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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