Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85443.9126 | 49979.3919 | 35464.5208 | 95599.1167 | 64143.6007 | 31455.516 |
Total P&L (%) | 85.4439 | 49.9794 | 35.4645 | 95.5991 | 64.1436 | 31.4555 |
Avg Daily Profit (%) | 0.6151 | 0.3598 | 0.2553 | 0.4841 | 0.3574 | 0.1971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34685 | -39810 | -16895 | -36448 | -38313 | -31143 |
Profit Factor | 1.4946 | 1.4323 | 1.6209 | 1.4609 | 1.5085 | 1.387 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 55 | 50 | 60 | 55 | 50 | 60 |
Ratio Avg Win / Avg Loss | 1.2229 | 1.4323 | 1.0806 | 1.1953 | 1.5085 | 0.9247 |
Largest Winning Trade | 29685 | 29685 | 10898 | 25310 | 25310 | 11677 |
Largest Losing Trade | -18691 | -18691 | -8578 | -16014 | -16014 | -15276 |
Avg Bars in Trades | 104 | 174 | 34 | 104 | 174 | 34 |
Avg Bars in Winners | 73 | 123 | 30 | 73 | 123 | 30 |
Avg Bars in Losers | 142 | 225 | 39 | 142 | 225 | 39 |
Bars Traded | 12544 | 10487 | 2057 | 12544 | 10487 | 2057 |
Profit Streak | 134.2295 | 0 | 144.2191 | 134.2295 | 0 | 144.2191 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439077 | -162417 | -160856 | 391358 | -159916 | -164719 |
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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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