Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75967.2527 | 46877.2251 | 29090.0276 | 77659.1966 | 44337.1837 | 33322.0129 |
Total P&L (%) | 75.9673 | 46.8772 | 29.09 | 77.6592 | 44.3372 | 33.322 |
Avg Daily Profit (%) | 0.2917 | 0.18 | 0.1117 | 0.2209 | 0.141 | 0.1105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56422 | -36634 | -41112 | -49092 | -28041 | -36050 |
Profit Factor | 1.3586 | 1.4357 | 1.279 | 1.4247 | 1.4721 | 1.3747 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 67.5 | 65 | 70 | 67.5 | 65 | 70 |
Ratio Avg Win / Avg Loss | 0.6541 | 0.7731 | 0.5482 | 0.686 | 0.7927 | 0.5891 |
Largest Winning Trade | 9555 | 9193 | 9555 | 9683 | 9683 | 7387 |
Largest Losing Trade | -25825 | -17714 | -25825 | -26393 | -12414 | -26393 |
Avg Bars in Trades | 154 | 154 | 153 | 154 | 154 | 153 |
Avg Bars in Winners | 118 | 127 | 110 | 118 | 127 | 110 |
Avg Bars in Losers | 227 | 203 | 256 | 227 | 203 | 256 |
Bars Traded | 24645 | 12326 | 12319 | 24645 | 12326 | 12319 |
Profit Streak | 0 | 0 | 13.8308 | 0 | 0 | 13.8308 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320097 | -13545 | -65256 | 312862 | -25779 | -65905 |
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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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