Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67328.1988 | 44860.6671 | 22467.5318 | 50690.2652 | 49837.2327 | 853.0325 |
Total P&L (%) | 67.3282 | 44.8607 | 22.4675 | 50.6903 | 49.8372 | 0.853 |
Avg Daily Profit (%) | 0.4847 | 0.3229 | 0.1617 | 0.2956 | 0.2915 | 0.0061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40917 | -27671 | -43129 | -46998 | -25668 | -51562 |
Profit Factor | 1.3121 | 1.4928 | 1.1802 | 1.2164 | 1.555 | 1.0059 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 64.6667 | 65.3333 | 64 | 64.6667 | 65.3333 | 64 |
Ratio Avg Win / Avg Loss | 0.7169 | 0.7921 | 0.6639 | 0.6647 | 0.8251 | 0.5658 |
Largest Winning Trade | 13433 | 13433 | 12863 | 14514 | 14514 | 11953 |
Largest Losing Trade | -33549 | -14572 | -33549 | -36923 | -14275 | -36923 |
Avg Bars in Trades | 86 | 85 | 88 | 86 | 85 | 88 |
Avg Bars in Winners | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Losers | 124 | 127 | 121 | 124 | 127 | 121 |
Bars Traded | 13038 | 6411 | 6627 | 13038 | 6411 | 6627 |
Profit Streak | 130.573 | 130.573 | 131.7605 | 130.573 | 130.573 | 131.7605 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386069 | -48645 | -77227 | 266920 | -48091 | -621422 |
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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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