Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98304.6672 | 56567.1734 | 41737.4939 | 69473.6574 | 52261.714 | 17211.9434 |
Total P&L (%) | 98.3047 | 56.5672 | 41.7375 | 69.4737 | 52.2617 | 17.2119 |
Avg Daily Profit (%) | 0.1887 | 0.1086 | 0.0801 | 0.1013 | 0.0808 | 0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55377 | -39532 | -42512 | -64125 | -41427 | -65350 |
Profit Factor | 1.2561 | 1.3402 | 1.1918 | 1.1448 | 1.2676 | 1.0605 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Losing Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Profitability (%) | 52.0958 | 54.2169 | 50 | 52.0958 | 54.2169 | 50 |
Ratio Avg Win / Avg Loss | 1.155 | 1.1317 | 1.1918 | 1.0527 | 1.0704 | 1.0605 |
Largest Winning Trade | 32046 | 28402 | 32046 | 30098 | 30098 | 27588 |
Largest Losing Trade | -19188 | -18012 | -19188 | -39422 | -21053 | -39422 |
Avg Bars in Trades | 145 | 154 | 137 | 145 | 154 | 137 |
Avg Bars in Winners | 131 | 129 | 133 | 131 | 129 | 133 |
Avg Bars in Losers | 161 | 183 | 140 | 161 | 183 | 140 |
Bars Traded | 24349 | 12819 | 11530 | 24349 | 12819 | 11530 |
Profit Streak | 7.5841 | 9.1466 | 7.5841 | 7.5841 | 9.1466 | 7.5841 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326092 | -47799 | -97813 | -117210 | -85668 | -315053 |
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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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