Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81654.8938 | 47328.8163 | 34326.0776 | 83477.5267 | 63435.3679 | 20042.1587 |
Total P&L (%) | 81.6549 | 47.3288 | 34.3261 | 83.4775 | 63.4354 | 20.0422 |
Avg Daily Profit (%) | 0.5878 | 0.3407 | 0.2471 | 0.4379 | 0.3543 | 0.1316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36123 | -20791 | -41976 | -55906 | -28797 | -64757 |
Profit Factor | 1.4384 | 1.8139 | 1.268 | 1.312 | 1.8101 | 1.1059 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 60.9589 | 58.9041 | 63.0137 | 60.9589 | 58.9041 | 63.0137 |
Ratio Avg Win / Avg Loss | 0.9212 | 1.2655 | 0.7442 | 0.8403 | 1.2629 | 0.6491 |
Largest Winning Trade | 11242 | 6065 | 11242 | 16139 | 8435 | 16139 |
Largest Losing Trade | -30040 | -12178 | -30040 | -44800 | -15953 | -44800 |
Avg Bars in Trades | 89 | 25 | 152 | 89 | 25 | 152 |
Avg Bars in Winners | 79 | 23 | 131 | 79 | 23 | 131 |
Avg Bars in Losers | 104 | 28 | 189 | 104 | 28 | 189 |
Bars Traded | 13014 | 1864 | 11150 | 13014 | 1864 | 11150 |
Profit Streak | 124.5098 | 124.7077 | 0 | 124.5098 | 124.7077 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388463 | -61880 | -68256 | 314511 | -60638 | -201688 |
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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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