Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115033.0562 | 69768.88 | 45264.1762 | 116026.7829 | 67788.0257 | 48238.7573 |
Total P&L (%) | 115.0331 | 69.7689 | 45.2642 | 116.0268 | 67.788 | 48.2388 |
Avg Daily Profit (%) | 0.4417 | 0.2679 | 0.1738 | 0.2962 | 0.1989 | 0.1513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34117 | -31828 | -16691 | -36549 | -30136 | -25095 |
Profit Factor | 1.5303 | 1.6155 | 1.437 | 1.444 | 1.4977 | 1.3856 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 72 | 27 | 45 | 72 | 27 | 45 |
Losing Trades | 82 | 50 | 32 | 82 | 50 | 32 |
Profitability (%) | 46.7532 | 35.0649 | 58.4416 | 46.7532 | 35.0649 | 58.4416 |
Ratio Avg Win / Avg Loss | 1.7428 | 2.9916 | 1.0219 | 1.6446 | 2.7735 | 0.9853 |
Largest Winning Trade | 83178 | 83178 | 16134 | 91421 | 91421 | 12483 |
Largest Losing Trade | -13883 | -6569 | -13883 | -16174 | -12639 | -16174 |
Avg Bars in Trades | 159 | 141 | 177 | 159 | 141 | 177 |
Avg Bars in Winners | 216 | 213 | 217 | 216 | 213 | 217 |
Avg Bars in Losers | 109 | 103 | 119 | 109 | 103 | 119 |
Bars Traded | 24557 | 10927 | 13630 | 24557 | 10927 | 13630 |
Profit Streak | 14.9876 | 19.2688 | 14.9876 | 14.9876 | 19.2688 | 14.9876 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431478 | -36397 | -34345 | 367737 | -37774 | -36253 |
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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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