Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73058.6523 | 38377.9154 | 34680.7369 | 81276.1935 | 42409.4276 | 38866.7659 |
Total P&L (%) | 73.0587 | 38.3779 | 34.6807 | 81.2762 | 42.4094 | 38.8668 |
Avg Daily Profit (%) | 0.1591 | 0.0836 | 0.0755 | 0.1297 | 0.077 | 0.0715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28115 | -14865 | -23558 | -38674 | -17860 | -30848 |
Profit Factor | 1.4641 | 1.5037 | 1.427 | 1.4284 | 1.4545 | 1.4031 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 67.3077 | 69.2308 | 65.3846 | 67.3077 | 69.2308 | 65.3846 |
Ratio Avg Win / Avg Loss | 0.7112 | 0.6683 | 0.7555 | 0.6938 | 0.6464 | 0.7428 |
Largest Winning Trade | 28854 | 14736 | 28854 | 34419 | 22651 | 34419 |
Largest Losing Trade | -17426 | -10385 | -17426 | -23273 | -13824 | -23273 |
Avg Bars in Trades | 68 | 60 | 76 | 68 | 60 | 76 |
Avg Bars in Winners | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Losers | 105 | 91 | 118 | 105 | 91 | 118 |
Bars Traded | 10689 | 4725 | 5964 | 10689 | 4725 | 5964 |
Profit Streak | 605.3804 | 611.5471 | 605.3804 | 605.3804 | 611.5471 | 605.3804 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358075 | -115542 | -127950 | -17471 | -124228 | -133052 |
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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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