Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61579.9597 | 6609.3101 | 54970.6496 | 49968.3062 | 3619.641 | 46348.6652 |
Total P&L (%) | 61.58 | 6.6093 | 54.9707 | 49.9683 | 3.6196 | 46.3487 |
Avg Daily Profit (%) | 0.2365 | 0.0254 | 0.2111 | 0.1557 | 0.0137 | 0.1463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41526 | -20491 | -32088 | -83512 | -34458 | -64702 |
Profit Factor | 1.2775 | 1.115 | 1.3343 | 1.1361 | 1.0396 | 1.1681 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 55.5556 | 52.7778 | 58.3333 | 55.5556 | 52.7778 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.022 | 0.9977 | 0.9531 | 0.9089 | 0.9301 | 0.8344 |
Largest Winning Trade | 18830 | 5652 | 18830 | 30234 | 8589 | 30234 |
Largest Losing Trade | -21354 | -7156 | -21354 | -40156 | -9934 | -40156 |
Avg Bars in Trades | 171 | 24 | 317 | 171 | 24 | 317 |
Avg Bars in Winners | 162 | 24 | 286 | 162 | 24 | 286 |
Avg Bars in Losers | 182 | 25 | 361 | 182 | 25 | 361 |
Bars Traded | 24670 | 1788 | 22882 | 24670 | 1788 | 22882 |
Profit Streak | 5.7944 | 15.4507 | 5.7944 | 5.7944 | 15.4507 | 5.7944 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310117 | -498847 | -73453 | -65297 | -597510 | -115393 |
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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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