Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66366.8498 | 21995.2833 | 44371.5665 | 42567.2717 | 3312.545 | 39254.7267 |
Total P&L (%) | 66.3669 | 21.9953 | 44.3716 | 42.5673 | 3.3125 | 39.2547 |
Avg Daily Profit (%) | 0.2548 | 0.0845 | 0.1704 | 0.1363 | 0.0125 | 0.1272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45216 | -35278 | -37746 | -71607 | -51005 | -51241 |
Profit Factor | 1.2226 | 1.1273 | 1.3543 | 1.1215 | 1.0162 | 1.269 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 63.3333 | 58.6667 | 68 | 63.3333 | 58.6667 | 68 |
Ratio Avg Win / Avg Loss | 0.7078 | 0.7942 | 0.6373 | 0.6493 | 0.716 | 0.5972 |
Largest Winning Trade | 15358 | 15358 | 10691 | 16479 | 16479 | 13281 |
Largest Losing Trade | -27275 | -21874 | -27275 | -34367 | -23733 | -34367 |
Avg Bars in Trades | 162 | 167 | 158 | 162 | 167 | 158 |
Avg Bars in Winners | 129 | 121 | 136 | 129 | 121 | 136 |
Avg Bars in Losers | 220 | 232 | 204 | 220 | 232 | 204 |
Bars Traded | 24409 | 12553 | 11857 | 24409 | 12553 | 11857 |
Profit Streak | 7.0691 | 10.1941 | 7.0691 | 7.0691 | 10.1941 | 7.0691 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307116 | -223799 | -50307 | -98919 | -602120 | -81810 |
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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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