Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93160.1062 | 58268.3852 | 34891.7209 | 81924.7242 | 72357.3602 | 9567.364 |
Total P&L (%) | 93.1601 | 58.2684 | 34.8917 | 81.9247 | 72.3574 | 9.5674 |
Avg Daily Profit (%) | 0.6707 | 0.4195 | 0.2512 | 0.4317 | 0.3927 | 0.0658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39689 | -31792 | -40717 | -64671 | -29873 | -69292 |
Profit Factor | 1.3914 | 1.6205 | 1.2421 | 1.2953 | 1.7783 | 1.0519 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 61.1111 | 61.1111 | 61.1111 | 61.1111 | 61.1111 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.8855 | 1.0312 | 0.7905 | 0.8243 | 1.1316 | 0.6694 |
Largest Winning Trade | 22173 | 22173 | 10252 | 21944 | 21944 | 12861 |
Largest Losing Trade | -36419 | -18914 | -36419 | -61314 | -19091 | -61314 |
Avg Bars in Trades | 90 | 90 | 90 | 90 | 90 | 90 |
Avg Bars in Winners | 83 | 88 | 79 | 83 | 88 | 79 |
Avg Bars in Losers | 100 | 92 | 107 | 100 | 92 | 107 |
Bars Traded | 12994 | 6480 | 6514 | 12994 | 6480 | 6514 |
Profit Streak | 135.2651 | 135.2651 | 143.7651 | 135.2651 | 135.2651 | 143.7651 |
Trades During Streak | 8 | 4 | 8 | 8 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438233 | -67466 | -74567 | 343567 | -66608 | -514009 |
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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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