Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69761.5948 | 43432.8614 | 26328.7334 | 52797.5266 | 54804.1343 | -2006.6077 |
Total P&L (%) | 69.7616 | 43.4329 | 26.3287 | 52.7975 | 54.8041 | -2.0066 |
Avg Daily Profit (%) | 0.5022 | 0.3127 | 0.1895 | 0.3057 | 0.3151 | -0.0146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42462 | -18625 | -39681 | -58912 | -23332 | -70907 |
Profit Factor | 1.3403 | 1.5547 | 1.2078 | 1.2063 | 1.633 | 0.9882 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 69.3878 | 66.2162 | 72.6027 | 69.3878 | 66.2162 | 72.6027 |
Ratio Avg Win / Avg Loss | 0.5913 | 0.7932 | 0.4558 | 0.5322 | 0.8331 | 0.3729 |
Largest Winning Trade | 14345 | 14345 | 11098 | 17350 | 17350 | 12268 |
Largest Losing Trade | -35868 | -12037 | -35868 | -50727 | -15178 | -50727 |
Avg Bars in Trades | 89 | 89 | 88 | 89 | 89 | 88 |
Avg Bars in Winners | 62 | 67 | 57 | 62 | 67 | 57 |
Avg Bars in Losers | 150 | 133 | 170 | 150 | 133 | 170 |
Bars Traded | 13100 | 6640 | 6460 | 13100 | 6640 | 6460 |
Profit Streak | 126.653 | 131.3926 | 126.653 | 126.653 | 131.3926 | 126.653 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407653 | -55801 | -68017 | 276986 | -54536 | -650742 |
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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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