Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75666.4066 | 34510.0214 | 41156.3853 | 65004.6715 | 20926.1551 | 44078.5165 |
Total P&L (%) | 75.6664 | 34.51 | 41.1564 | 65.0047 | 20.9262 | 44.0785 |
Avg Daily Profit (%) | 0.2906 | 0.1325 | 0.158 | 0.1925 | 0.073 | 0.1403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82756 | -23865 | -63763 | -151772 | -52716 | -112550 |
Profit Factor | 1.2639 | 1.2513 | 1.2755 | 1.1284 | 1.0848 | 1.1698 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Losing Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Profitability (%) | 53.4591 | 58.2278 | 48.75 | 53.4591 | 58.2278 | 48.75 |
Ratio Avg Win / Avg Loss | 1.1003 | 0.8976 | 1.3409 | 0.9824 | 0.7782 | 1.2298 |
Largest Winning Trade | 13654 | 13282 | 13654 | 22968 | 21936 | 22968 |
Largest Losing Trade | -18815 | -15546 | -18815 | -35212 | -33573 | -35212 |
Avg Bars in Trades | 151 | 158 | 144 | 151 | 158 | 144 |
Avg Bars in Winners | 142 | 144 | 139 | 142 | 144 | 139 |
Avg Bars in Losers | 161 | 176 | 148 | 161 | 176 | 148 |
Bars Traded | 24056 | 12502 | 11554 | 24056 | 12502 | 11554 |
Profit Streak | 9.1255 | 0 | 9.6359 | 9.1255 | 0 | 9.6359 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317220 | -47717 | -15597 | -73180 | -257650 | -61988 |
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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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