Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65169.5313 | 44302.3589 | 20867.1724 | 45305.1172 | 45893.3487 | -588.2315 |
Total P&L (%) | 65.1695 | 44.3024 | 20.8672 | 45.3051 | 45.8933 | -0.5882 |
Avg Daily Profit (%) | 0.4691 | 0.3189 | 0.1502 | 0.2694 | 0.2723 | -0.0042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51969 | -14768 | -49193 | -63128 | -19328 | -66845 |
Profit Factor | 1.2932 | 1.5074 | 1.1546 | 1.1845 | 1.4981 | 0.9962 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Losing Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Profitability (%) | 69.5364 | 73.6842 | 65.3333 | 69.5364 | 73.6842 | 65.3333 |
Ratio Avg Win / Avg Loss | 0.5665 | 0.5384 | 0.6126 | 0.5189 | 0.535 | 0.5286 |
Largest Winning Trade | 13489 | 9580 | 13489 | 11469 | 11467 | 11469 |
Largest Losing Trade | -34687 | -13379 | -34687 | -38962 | -13216 | -38962 |
Avg Bars in Trades | 86 | 58 | 115 | 86 | 58 | 115 |
Avg Bars in Winners | 68 | 47 | 91 | 68 | 47 | 91 |
Avg Bars in Losers | 129 | 88 | 160 | 129 | 88 | 160 |
Bars Traded | 13128 | 4452 | 8676 | 13128 | 4452 | 8676 |
Profit Streak | 126.057 | 126.057 | 138.5675 | 126.057 | 126.057 | 138.5675 |
Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377156 | -40842 | -106206 | -10236 | -41156 | -635741 |
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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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