Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101687.8509 | 26625.4306 | 75062.4203 | 40160.6575 | 23690.0945 | 16470.563 |
Total P&L (%) | 101.6879 | 26.6254 | 75.0624 | 40.1607 | 23.6901 | 16.4706 |
Avg Daily Profit (%) | 0.1952 | 0.0511 | 0.1441 | 0.0648 | 0.0408 | 0.0293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72589 | -27728 | -77643 | -108642 | -46175 | -105939 |
Profit Factor | 1.2742 | 1.3052 | 1.2647 | 1.0817 | 1.1987 | 1.0442 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 52.6667 | 54.6667 | 50.6667 | 52.6667 | 54.6667 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.1452 | 1.0824 | 1.2314 | 0.9722 | 0.994 | 1.0168 |
Largest Winning Trade | 34071 | 12897 | 34071 | 36869 | 22790 | 36869 |
Largest Losing Trade | -48817 | -7079 | -48817 | -59692 | -14978 | -59692 |
Avg Bars in Trades | 164 | 35 | 292 | 164 | 35 | 292 |
Avg Bars in Winners | 151 | 27 | 285 | 151 | 27 | 285 |
Avg Bars in Losers | 178 | 46 | 300 | 178 | 46 | 300 |
Bars Traded | 24643 | 2694 | 21948 | 24643 | 2694 | 21948 |
Profit Streak | 6.5406 | 10.3947 | 6.5406 | 6.5406 | 10.3947 | 6.5406 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332410 | -183930 | -57527 | -239151 | -202456 | -391624 |
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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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