Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96482.9041 | 47109.9337 | 49372.9705 | 86937.3835 | 59350.3713 | 27587.0123 |
Total P&L (%) | 96.4829 | 47.1099 | 49.373 | 86.9374 | 59.3504 | 27.587 |
Avg Daily Profit (%) | 0.3705 | 0.1809 | 0.1896 | 0.2405 | 0.1791 | 0.0936 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53131 | -50054 | -28363 | -85479 | -57758 | -63529 |
Profit Factor | 1.3168 | 1.345 | 1.2939 | 1.1902 | 1.2937 | 1.1082 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 44.5161 | 43.5897 | 45.4545 | 44.5161 | 43.5897 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.6412 | 1.7405 | 1.5527 | 1.4835 | 1.6742 | 1.3298 |
Largest Winning Trade | 38680 | 38680 | 26690 | 45399 | 45399 | 30333 |
Largest Losing Trade | -13508 | -12211 | -13508 | -18548 | -13997 | -18548 |
Avg Bars in Trades | 153 | 150 | 157 | 153 | 150 | 157 |
Avg Bars in Winners | 237 | 237 | 238 | 237 | 237 | 238 |
Avg Bars in Losers | 86 | 83 | 88 | 86 | 83 | 88 |
Bars Traded | 23832 | 11741 | 12091 | 23832 | 11741 | 12091 |
Profit Streak | 19.0383 | 23.8821 | 19.0383 | 19.0383 | 23.8821 | 19.0383 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332242 | -29462 | -36755 | -4468 | -28910 | -216897 |
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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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