Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88497.0813 | 34929.0864 | 53567.9949 | 46764.6464 | 16182.8329 | 30581.8134 |
Total P&L (%) | 88.4971 | 34.9291 | 53.568 | 46.7646 | 16.1828 | 30.5818 |
Avg Daily Profit (%) | 0.1699 | 0.0671 | 0.1029 | 0.0737 | 0.0288 | 0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59003 | -39998 | -64503 | -45137 | -31315 | -43395 |
Profit Factor | 1.2469 | 1.1921 | 1.3033 | 1.1657 | 1.1159 | 1.2145 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 67.5862 | 65.7534 | 69.4444 | 67.5862 | 65.7534 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.598 | 0.6209 | 0.5734 | 0.5591 | 0.5812 | 0.5344 |
Largest Winning Trade | 19284 | 16480 | 19284 | 15179 | 11136 | 15179 |
Largest Losing Trade | -35139 | -25768 | -35139 | -43395 | -25768 | -43395 |
Avg Bars in Trades | 170 | 181 | 159 | 170 | 181 | 159 |
Avg Bars in Winners | 117 | 118 | 117 | 117 | 118 | 117 |
Avg Bars in Losers | 281 | 302 | 256 | 281 | 302 | 256 |
Bars Traded | 24762 | 13248 | 11513 | 24762 | 13248 | 11513 |
Profit Streak | 6.3943 | 7.0609 | 6.3943 | 6.3943 | 7.0609 | 6.3943 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328689 | -185987 | -134866 | -132418 | -327587 | -206181 |
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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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