Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85176.6773 | 45546.8464 | 39629.8309 | 79627.8817 | 81482.9553 | -1855.0736 |
Total P&L (%) | 85.1767 | 45.5468 | 39.6298 | 79.6279 | 81.483 | -1.8551 |
Avg Daily Profit (%) | 0.3271 | 0.1749 | 0.1522 | 0.2252 | 0.2291 | -0.0072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59969 | -30773 | -53400 | -162031 | -69825 | -138349 |
Profit Factor | 1.3035 | 1.3237 | 1.2831 | 1.129 | 1.2834 | 0.9944 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 69.8113 | 68.3544 | 71.25 | 69.8113 | 68.3544 | 71.25 |
Ratio Avg Win / Avg Loss | 0.5637 | 0.6128 | 0.5178 | 0.4882 | 0.5942 | 0.4012 |
Largest Winning Trade | 17621 | 17621 | 13128 | 19934 | 19934 | 16846 |
Largest Losing Trade | -22235 | -15358 | -22235 | -54621 | -25994 | -54621 |
Avg Bars in Trades | 154 | 157 | 152 | 154 | 157 | 152 |
Avg Bars in Winners | 109 | 112 | 107 | 109 | 112 | 107 |
Avg Bars in Losers | 258 | 255 | 263 | 258 | 255 | 263 |
Bars Traded | 24632 | 12437 | 12195 | 24632 | 12437 | 12195 |
Profit Streak | 3.6714 | 10.6505 | 3.6714 | 3.6714 | 10.6505 | 3.6714 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327053 | -20360 | -15073 | -70550 | -18413 | -599123 |
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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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