Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90097.8237 | 48672.9065 | 41424.9172 | 117839.2427 | 59421.1255 | 58418.1171 |
Total P&L (%) | 90.0978 | 48.6729 | 41.4249 | 117.8392 | 59.4211 | 58.4181 |
Avg Daily Profit (%) | 0.346 | 0.1869 | 0.1591 | 0.2994 | 0.1792 | 0.1768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29826 | -30118 | -16186 | -35002 | -38270 | -26167 |
Profit Factor | 1.5412 | 1.5097 | 1.5838 | 1.5238 | 1.4553 | 1.6185 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 63.3333 | 58.6667 | 68 | 63.3333 | 58.6667 | 68 |
Ratio Avg Win / Avg Loss | 0.8923 | 1.0636 | 0.7453 | 0.8822 | 1.0253 | 0.7616 |
Largest Winning Trade | 12264 | 12264 | 6834 | 18153 | 18153 | 11724 |
Largest Losing Trade | -14364 | -14364 | -11530 | -17062 | -17062 | -16288 |
Avg Bars in Trades | 161 | 161 | 160 | 161 | 161 | 160 |
Avg Bars in Winners | 118 | 114 | 122 | 118 | 114 | 122 |
Avg Bars in Losers | 234 | 228 | 241 | 234 | 228 | 241 |
Bars Traded | 24201 | 12138 | 12063 | 24201 | 12138 | 12063 |
Profit Streak | 5.4352 | 6.6539 | 5.4352 | 5.4352 | 6.6539 | 5.4352 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413217 | -48366 | -49707 | 395063 | -48018 | -48097 |
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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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