Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85362.0841 | 33892.8678 | 51469.2163 | 86918.2123 | 27501.1384 | 59417.0739 |
Total P&L (%) | 85.3621 | 33.8929 | 51.4692 | 86.9182 | 27.5011 | 59.4171 |
Avg Daily Profit (%) | 0.3278 | 0.1301 | 0.1976 | 0.2405 | 0.0933 | 0.1792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42185 | -49311 | -29693 | -53463 | -64139 | -31295 |
Profit Factor | 1.3448 | 1.2004 | 1.6558 | 1.2875 | 1.1291 | 1.6658 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 52.8169 | 53.5211 | 52.1127 | 52.8169 | 53.5211 | 52.1127 |
Ratio Avg Win / Avg Loss | 1.2013 | 1.0425 | 1.5216 | 1.1502 | 0.9805 | 1.5308 |
Largest Winning Trade | 17405 | 17405 | 15737 | 20400 | 20400 | 17957 |
Largest Losing Trade | -21060 | -21060 | -6225 | -24220 | -24220 | -7295 |
Avg Bars in Trades | 170 | 278 | 62 | 170 | 278 | 62 |
Avg Bars in Winners | 180 | 276 | 82 | 180 | 276 | 82 |
Avg Bars in Losers | 159 | 280 | 41 | 159 | 280 | 41 |
Bars Traded | 24216 | 19763 | 4452 | 24216 | 19763 | 4452 |
Profit Streak | 8.3806 | 8.5785 | 8.3806 | 8.3806 | 8.5785 | 8.3806 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343498 | -109515 | -77628 | 304027 | -238876 | -77236 |
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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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