Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120091.6578 | 68498.5181 | 51593.1397 | 134869.8014 | 71699.2983 | 63170.5031 |
Total P&L (%) | 120.0917 | 68.4985 | 51.5931 | 134.8698 | 71.6993 | 63.1705 |
Avg Daily Profit (%) | 0.4611 | 0.263 | 0.1981 | 0.3284 | 0.2078 | 0.1882 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54221 | -33994 | -36696 | -118517 | -79935 | -71404 |
Profit Factor | 1.4112 | 1.4298 | 1.3889 | 1.2508 | 1.2418 | 1.2618 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 47.3333 | 44 | 50.6667 | 47.3333 | 44 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.5702 | 1.8197 | 1.3524 | 1.3917 | 1.5804 | 1.2286 |
Largest Winning Trade | 44583 | 44583 | 19231 | 71234 | 71234 | 29905 |
Largest Losing Trade | -14943 | -14943 | -11065 | -29295 | -29295 | -22791 |
Avg Bars in Trades | 163 | 164 | 163 | 163 | 164 | 163 |
Avg Bars in Winners | 200 | 199 | 200 | 200 | 199 | 200 |
Avg Bars in Losers | 131 | 136 | 125 | 131 | 136 | 125 |
Bars Traded | 24597 | 12334 | 12263 | 24597 | 12334 | 12263 |
Profit Streak | 8.1752 | 11.1439 | 8.1752 | 8.1752 | 11.1439 | 8.1752 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418951 | -49113 | -50588 | 302808 | -50634 | -50678 |
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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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