Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104207.9042 | 59107.3356 | 45100.5686 | 123516.815 | 86429.124 | 37087.6909 |
Total P&L (%) | 104.2079 | 59.1073 | 45.1006 | 123.5168 | 86.4291 | 37.0877 |
Avg Daily Profit (%) | 0.7502 | 0.4255 | 0.3247 | 0.5807 | 0.4494 | 0.2273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39934 | -23185 | -28189 | -47733 | -24242 | -54057 |
Profit Factor | 1.4795 | 1.5519 | 1.4092 | 1.4374 | 1.7159 | 1.2295 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 64.0523 | 61.039 | 67.1053 | 64.0523 | 61.039 | 67.1053 |
Ratio Avg Win / Avg Loss | 0.8303 | 0.9905 | 0.6908 | 0.8067 | 1.0952 | 0.6027 |
Largest Winning Trade | 15915 | 15915 | 10173 | 17795 | 17795 | 15771 |
Largest Losing Trade | -25328 | -12226 | -25328 | -37957 | -14821 | -37957 |
Avg Bars in Trades | 86 | 86 | 85 | 86 | 86 | 85 |
Avg Bars in Winners | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Losers | 124 | 122 | 128 | 124 | 122 | 128 |
Bars Traded | 13194 | 6663 | 6531 | 13194 | 6663 | 6531 |
Profit Streak | 0 | 0 | 125.5952 | 0 | 0 | 125.5952 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456465 | -33251 | -42175 | 395066 | -30137 | -44818 |
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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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