Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57589.8844 | 36430.6271 | 21159.2573 | 41122.5394 | 42803.8545 | -1681.3151 |
Total P&L (%) | 57.5899 | 36.4306 | 21.1593 | 41.1225 | 42.8039 | -1.6813 |
Avg Daily Profit (%) | 0.4146 | 0.2623 | 0.1523 | 0.2483 | 0.2568 | -0.0122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36377 | -19598 | -47868 | -44847 | -21378 | -67073 |
Profit Factor | 1.2741 | 1.4095 | 1.1747 | 1.1802 | 1.4881 | 0.988 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 63.2653 | 63.5135 | 63.0137 | 63.2653 | 63.5135 | 63.0137 |
Ratio Avg Win / Avg Loss | 0.7398 | 0.8097 | 0.6895 | 0.6853 | 0.8549 | 0.5799 |
Largest Winning Trade | 9111 | 6289 | 9111 | 9492 | 7585 | 9492 |
Largest Losing Trade | -29252 | -12842 | -29252 | -36950 | -12652 | -36950 |
Avg Bars in Trades | 88 | 88 | 89 | 88 | 88 | 89 |
Avg Bars in Winners | 63 | 68 | 58 | 63 | 68 | 58 |
Avg Bars in Losers | 132 | 123 | 141 | 132 | 123 | 141 |
Bars Traded | 13050 | 6538 | 6512 | 13050 | 6538 | 6512 |
Profit Streak | 130.0705 | 134.7475 | 130.0705 | 130.0705 | 134.7475 | 130.0705 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308347 | -58093 | -100159 | -16431 | -57093 | -651984 |
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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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