Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133074.9762 | 78181.6586 | 54893.3176 | 180668.8547 | 128827.2007 | 51841.654 |
Total P&L (%) | 133.075 | 78.1817 | 54.8933 | 180.6689 | 128.8272 | 51.8417 |
Avg Daily Profit (%) | 0.958 | 0.5628 | 0.3952 | 0.7457 | 0.5977 | 0.3011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36652 | -31610 | -38760 | -67430 | -27505 | -69903 |
Profit Factor | 1.6396 | 1.831 | 1.4816 | 1.6307 | 2.2937 | 1.2774 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 70 | 68 | 72 | 70 | 68 | 72 |
Ratio Avg Win / Avg Loss | 0.7027 | 0.8616 | 0.5762 | 0.6989 | 1.0794 | 0.4968 |
Largest Winning Trade | 27874 | 27874 | 12430 | 31406 | 31406 | 17550 |
Largest Losing Trade | -30636 | -14393 | -30636 | -67430 | -16047 | -67430 |
Avg Bars in Trades | 87 | 85 | 88 | 87 | 85 | 88 |
Avg Bars in Winners | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Losers | 118 | 109 | 129 | 118 | 109 | 129 |
Bars Traded | 13072 | 6435 | 6637 | 13072 | 6435 | 6637 |
Profit Streak | 145.0057 | 145.0057 | 151.0057 | 145.0057 | 145.0057 | 151.0057 |
Trades During Streak | 10 | 5 | 8 | 10 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589667 | -43296 | -46297 | 567400 | -40438 | -48552 |
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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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