Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79816.9285 | 53039.6561 | 26777.2724 | 70143.2546 | 68277.438 | 1865.8166 |
Total P&L (%) | 79.8169 | 53.0397 | 26.7773 | 70.1433 | 68.2774 | 1.8658 |
Avg Daily Profit (%) | 0.5746 | 0.3818 | 0.1928 | 0.3833 | 0.3754 | 0.0133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42082 | -23728 | -42082 | -65873 | -29652 | -65873 |
Profit Factor | 1.4142 | 1.6239 | 1.2486 | 1.2684 | 1.6573 | 1.0118 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 64.4295 | 61.3333 | 67.5676 | 64.4295 | 61.3333 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.7808 | 1.0238 | 0.5993 | 0.7003 | 1.0448 | 0.4857 |
Largest Winning Trade | 13560 | 13560 | 12060 | 15019 | 14870 | 15019 |
Largest Losing Trade | -42082 | -20245 | -42082 | -65873 | -24746 | -65873 |
Avg Bars in Trades | 85 | 84 | 87 | 85 | 84 | 87 |
Avg Bars in Winners | 73 | 72 | 73 | 73 | 72 | 73 |
Avg Bars in Losers | 109 | 101 | 118 | 109 | 101 | 118 |
Bars Traded | 12812 | 6308 | 6504 | 12812 | 6308 | 6504 |
Profit Streak | 136.1156 | 139.7094 | 0 | 136.1156 | 139.7094 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395665 | -46023 | -61419 | 304739 | -44998 | -613683 |
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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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