Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76226.7097 | 29616.1908 | 46610.5189 | 52666.7105 | 11697.8597 | 40968.8508 |
Total P&L (%) | 76.2267 | 29.6162 | 46.6105 | 52.6667 | 11.6979 | 40.9689 |
Avg Daily Profit (%) | 0.2927 | 0.1137 | 0.179 | 0.1626 | 0.0425 | 0.1319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40543 | -33995 | -60906 | -81783 | -59979 | -104409 |
Profit Factor | 1.2495 | 1.1687 | 1.3588 | 1.1104 | 1.0434 | 1.1974 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 63.7584 | 57.3333 | 70.2703 | 63.7584 | 57.3333 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.7103 | 0.8697 | 0.5749 | 0.6312 | 0.7765 | 0.5066 |
Largest Winning Trade | 21298 | 21298 | 13538 | 31468 | 31468 | 18991 |
Largest Losing Trade | -29865 | -19260 | -29865 | -51689 | -32230 | -51689 |
Avg Bars in Trades | 164 | 168 | 161 | 164 | 168 | 161 |
Avg Bars in Winners | 104 | 99 | 107 | 104 | 99 | 107 |
Avg Bars in Losers | 271 | 261 | 287 | 271 | 261 | 287 |
Bars Traded | 24567 | 12647 | 11920 | 24567 | 12647 | 11920 |
Profit Streak | 5.7859 | 5.7859 | 13.3484 | 5.7859 | 5.7859 | 13.3484 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322385 | -136924 | -56863 | -92168 | -479503 | -85548 |
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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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