Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78321.8987 | 29354.0308 | 48967.8679 | 48189.0816 | 5573.9969 | 42615.0847 |
Total P&L (%) | 78.3219 | 29.354 | 48.9679 | 48.1891 | 5.574 | 42.6151 |
Avg Daily Profit (%) | 0.3008 | 0.1127 | 0.188 | 0.1511 | 0.0208 | 0.1364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61704 | -59617 | -48562 | -52257 | -52246 | -29448 |
Profit Factor | 1.2097 | 1.1323 | 1.323 | 1.1795 | 1.0338 | 1.412 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 53.4591 | 52.5 | 54.4304 | 53.4591 | 52.5 | 54.4304 |
Ratio Avg Win / Avg Loss | 1.0532 | 1.0245 | 1.1076 | 1.0269 | 0.9353 | 1.1821 |
Largest Winning Trade | 20556 | 17108 | 20556 | 11604 | 9819 | 11604 |
Largest Losing Trade | -29622 | -29622 | -14661 | -27878 | -27878 | -9180 |
Avg Bars in Trades | 154 | 159 | 148 | 154 | 159 | 148 |
Avg Bars in Winners | 166 | 184 | 147 | 166 | 184 | 147 |
Avg Bars in Losers | 140 | 131 | 149 | 140 | 131 | 149 |
Bars Traded | 24504 | 12767 | 11736 | 24504 | 12767 | 11736 |
Profit Streak | 3.9574 | 7.2074 | 3.9574 | 3.9574 | 7.2074 | 3.9574 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307508 | -139602 | -21720 | -16802 | -534799 | -40196 |
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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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