Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95633.1859 | 50723.0477 | 44910.1382 | 108750.4775 | 72059.7772 | 36690.7004 |
Total P&L (%) | 95.6332 | 50.723 | 44.9101 | 108.7505 | 72.0598 | 36.6907 |
Avg Daily Profit (%) | 0.3672 | 0.1948 | 0.1725 | 0.283 | 0.2086 | 0.1201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42587 | -36910 | -33638 | -83932 | -55770 | -70172 |
Profit Factor | 1.3886 | 1.3625 | 1.4229 | 1.274 | 1.3292 | 1.2061 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 47.4359 | 43.5897 | 51.2821 | 47.4359 | 43.5897 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.5387 | 1.7632 | 1.3518 | 1.4117 | 1.7201 | 1.1457 |
Largest Winning Trade | 23498 | 23498 | 16957 | 36675 | 36675 | 23281 |
Largest Losing Trade | -11249 | -9791 | -11249 | -17562 | -17562 | -15883 |
Avg Bars in Trades | 157 | 162 | 152 | 157 | 162 | 152 |
Avg Bars in Winners | 218 | 230 | 208 | 218 | 230 | 208 |
Avg Bars in Losers | 102 | 109 | 93 | 102 | 109 | 93 |
Bars Traded | 24562 | 12668 | 11893 | 24562 | 12668 | 11893 |
Profit Streak | 4.5763 | 4.5763 | 5.0034 | 4.5763 | 4.5763 | 5.0034 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359817 | -30159 | -28534 | 268686 | -28960 | -70662 |
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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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