Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100757.2543 | 59857.7051 | 40899.5492 | 119258.6489 | 98972.8562 | 20285.7927 |
Total P&L (%) | 100.7573 | 59.8577 | 40.8995 | 119.2586 | 98.9729 | 20.2858 |
Avg Daily Profit (%) | 0.7253 | 0.4309 | 0.2944 | 0.5668 | 0.4965 | 0.1331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32917 | -15966 | -31193 | -73699 | -17390 | -69906 |
Profit Factor | 1.5023 | 1.751 | 1.3383 | 1.4014 | 1.9703 | 1.104 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 66.8831 | 64.9351 | 68.8312 | 66.8831 | 64.9351 | 68.8312 |
Ratio Avg Win / Avg Loss | 0.7438 | 0.9455 | 0.606 | 0.6939 | 1.064 | 0.4999 |
Largest Winning Trade | 12395 | 8759 | 12395 | 17819 | 14155 | 17819 |
Largest Losing Trade | -26519 | -12624 | -26519 | -58499 | -14052 | -58499 |
Avg Bars in Trades | 84 | 86 | 82 | 84 | 86 | 82 |
Avg Bars in Winners | 66 | 66 | 65 | 66 | 66 | 65 |
Avg Bars in Losers | 122 | 124 | 120 | 122 | 124 | 120 |
Bars Traded | 13054 | 6685 | 6368 | 13054 | 6685 | 6368 |
Profit Streak | 134.5818 | 134.6443 | 134.5818 | 134.5818 | 134.6443 | 134.5818 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515875 | -31105 | -35514 | 444886 | -27778 | -170390 |
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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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