Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94671.5216 | 55798.6872 | 38872.8344 | -27697.3728 | 44766.0542 | -72463.4269 |
Total P&L (%) | 94.6715 | 55.7987 | 38.8728 | -27.6974 | 44.7661 | -72.4634 |
Avg Daily Profit (%) | 0.3635 | 0.2143 | 0.1493 | -0.1245 | 0.1422 | -0.494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84916 | -38001 | -84735 | -178774 | -36351 | -178393 |
Profit Factor | 1.3343 | 1.4523 | 1.2432 | 0.9328 | 1.3339 | 0.7394 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 65.7895 | 61.8421 | 69.7368 | 65.7895 | 61.8421 | 69.7368 |
Ratio Avg Win / Avg Loss | 0.6938 | 0.8961 | 0.5395 | 0.4851 | 0.823 | 0.3209 |
Largest Winning Trade | 14178 | 10625 | 14178 | 15799 | 11992 | 15799 |
Largest Losing Trade | -84735 | -31479 | -84735 | -178393 | -30398 | -178393 |
Avg Bars in Trades | 160 | 158 | 163 | 160 | 158 | 163 |
Avg Bars in Winners | 97 | 83 | 109 | 97 | 83 | 109 |
Avg Bars in Losers | 283 | 280 | 287 | 283 | 280 | 287 |
Bars Traded | 24464 | 12076 | 12388 | 24464 | 12076 | 12388 |
Profit Streak | 2.7589 | 2.7589 | 3.2173 | 2.7589 | 2.7589 | 3.2173 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308922 | -44270 | -46535 | -579842 | -56850 | -629281 |
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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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