Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111079.4392 | 49971.2123 | 61108.2269 | 73336.3943 | 36372.0177 | 36964.3766 |
Total P&L (%) | 111.0794 | 49.9712 | 61.1082 | 73.3364 | 36.372 | 36.9644 |
Avg Daily Profit (%) | 0.2133 | 0.0959 | 0.1173 | 0.1057 | 0.0596 | 0.0604 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58731 | -44355 | -61622 | -50364 | -36479 | -50317 |
Profit Factor | 1.285 | 1.26 | 1.3094 | 1.2157 | 1.2273 | 1.2055 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 66.4516 | 64.1026 | 68.8312 | 66.4516 | 64.1026 | 68.8312 |
Ratio Avg Win / Avg Loss | 0.6488 | 0.7056 | 0.5929 | 0.6138 | 0.6873 | 0.5459 |
Largest Winning Trade | 18701 | 16487 | 18701 | 17108 | 11256 | 17108 |
Largest Losing Trade | -34535 | -25246 | -34535 | -50317 | -25246 | -50317 |
Avg Bars in Trades | 159 | 167 | 151 | 159 | 167 | 151 |
Avg Bars in Winners | 125 | 138 | 114 | 125 | 138 | 114 |
Avg Bars in Losers | 225 | 220 | 232 | 225 | 220 | 232 |
Bars Traded | 24724 | 13095 | 11629 | 24724 | 13095 | 11629 |
Profit Streak | 7.7668 | 8.4543 | 7.7668 | 7.7668 | 8.4543 | 7.7668 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359876 | -99839 | -77617 | -50075 | -149735 | -156040 |
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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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