Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71774.5175 | 26372.7568 | 45401.7607 | 44500.3555 | 21405.4377 | 23094.9178 |
Total P&L (%) | 71.7745 | 26.3728 | 45.4018 | 44.5004 | 21.4054 | 23.0949 |
Avg Daily Profit (%) | 0.2756 | 0.1013 | 0.1743 | 0.1415 | 0.0745 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42177 | -27631 | -56250 | -77989 | -41729 | -96547 |
Profit Factor | 1.2326 | 1.1507 | 1.3399 | 1.1007 | 1.091 | 1.1117 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 102 | 47 | 55 | 102 | 47 | 55 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 67.1053 | 61.8421 | 72.3684 | 67.1053 | 61.8421 | 72.3684 |
Ratio Avg Win / Avg Loss | 0.6042 | 0.71 | 0.5116 | 0.5395 | 0.6732 | 0.4245 |
Largest Winning Trade | 16763 | 14694 | 16763 | 20086 | 20086 | 18431 |
Largest Losing Trade | -31924 | -18842 | -31924 | -59275 | -24146 | -59275 |
Avg Bars in Trades | 162 | 165 | 159 | 162 | 165 | 159 |
Avg Bars in Winners | 104 | 101 | 106 | 104 | 101 | 106 |
Avg Bars in Losers | 282 | 270 | 298 | 282 | 270 | 298 |
Bars Traded | 24750 | 12614 | 12136 | 24750 | 12614 | 12136 |
Profit Streak | 4.8223 | 12.1556 | 4.8223 | 4.8223 | 12.1556 | 4.8223 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338720 | -165042 | -42338 | -114364 | -268962 | -237239 |
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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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