Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109014.7974 | 55516.8783 | 53497.9191 | 115916.1718 | 59310.6494 | 56605.5224 |
Total P&L (%) | 109.0148 | 55.5169 | 53.4979 | 115.9162 | 59.3106 | 56.6055 |
Avg Daily Profit (%) | 0.4186 | 0.2132 | 0.2054 | 0.296 | 0.179 | 0.1724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53829 | -30793 | -36640 | -107525 | -65182 | -65293 |
Profit Factor | 1.3797 | 1.3511 | 1.4147 | 1.2482 | 1.2297 | 1.271 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 49.3421 | 47.3684 | 51.3158 | 49.3421 | 47.3684 | 51.3158 |
Ratio Avg Win / Avg Loss | 1.4165 | 1.5012 | 1.3422 | 1.2815 | 1.3663 | 1.2058 |
Largest Winning Trade | 40329 | 40329 | 18935 | 58448 | 58448 | 24622 |
Largest Losing Trade | -15575 | -15575 | -10609 | -25499 | -25499 | -21117 |
Avg Bars in Trades | 160 | 158 | 163 | 160 | 158 | 163 |
Avg Bars in Winners | 191 | 181 | 200 | 191 | 181 | 200 |
Avg Bars in Losers | 131 | 137 | 124 | 131 | 137 | 124 |
Bars Traded | 24458 | 12018 | 12440 | 24458 | 12018 | 12440 |
Profit Streak | 9.9033 | 12.872 | 9.9033 | 9.9033 | 12.872 | 9.9033 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389848 | -42034 | -42226 | 323192 | -43927 | -43179 |
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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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