Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76313.4801 | 51345.4343 | 24968.0457 | 35170.3801 | 73081.8443 | -37911.4642 |
Total P&L (%) | 76.3135 | 51.3454 | 24.968 | 35.1704 | 73.0818 | -37.9115 |
Avg Daily Profit (%) | 0.293 | 0.1972 | 0.0959 | 0.1158 | 0.2109 | -0.1828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64018 | -47361 | -71630 | -129773 | -46801 | -142018 |
Profit Factor | 1.246 | 1.3892 | 1.1401 | 1.0753 | 1.4157 | 0.8697 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 60.4027 | 55.4054 | 65.3333 | 60.4027 | 55.4054 | 65.3333 |
Ratio Avg Win / Avg Loss | 0.8168 | 1.1182 | 0.6049 | 0.7049 | 1.1395 | 0.4615 |
Largest Winning Trade | 20437 | 15475 | 20437 | 28683 | 28683 | 18626 |
Largest Losing Trade | -46010 | -30510 | -46010 | -75544 | -31225 | -75544 |
Avg Bars in Trades | 163 | 164 | 163 | 163 | 164 | 163 |
Avg Bars in Winners | 117 | 122 | 113 | 117 | 122 | 113 |
Avg Bars in Losers | 234 | 215 | 257 | 234 | 215 | 257 |
Bars Traded | 24407 | 12154 | 12252 | 24407 | 12154 | 12252 |
Profit Streak | 7.4836 | 7.4836 | 11.2648 | 7.4836 | 7.4836 | 11.2648 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302915 | -57213 | -191661 | -178473 | -55691 | -635774 |
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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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