Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74808.6343 | 46769.7278 | 28038.9065 | 77261.1169 | 43096.8712 | 34164.2457 |
Total P&L (%) | 74.8086 | 46.7697 | 28.0389 | 77.2611 | 43.0969 | 34.1642 |
Avg Daily Profit (%) | 0.2873 | 0.1796 | 0.1077 | 0.2201 | 0.1377 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35439 | -29937 | -19723 | -24343 | -24490 | -12503 |
Profit Factor | 1.3632 | 1.4238 | 1.2932 | 1.4546 | 1.4828 | 1.4234 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 68.2432 | 71.6216 | 64.8649 | 68.2432 | 71.6216 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.6343 | 0.5641 | 0.7005 | 0.6769 | 0.5875 | 0.771 |
Largest Winning Trade | 13031 | 13031 | 7306 | 9848 | 9848 | 8103 |
Largest Losing Trade | -22596 | -17292 | -22596 | -22596 | -11836 | -22596 |
Avg Bars in Trades | 165 | 162 | 169 | 165 | 162 | 169 |
Avg Bars in Winners | 127 | 126 | 128 | 127 | 126 | 128 |
Avg Bars in Losers | 247 | 251 | 244 | 247 | 251 | 244 |
Bars Traded | 24527 | 11991 | 12536 | 24527 | 11991 | 12536 |
Profit Streak | 0 | 0 | 35.6605 | 0 | 0 | 35.6605 |
Trades During Streak | 0 | 0 | 10 | 0 | 0 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307113 | -57773 | -116115 | 306549 | -74391 | -107775 |
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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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