Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55201.8888 | 33547.8417 | 21654.0471 | 37573.146 | 24831.3051 | 12741.8409 |
Total P&L (%) | 55.2019 | 33.5478 | 21.654 | 37.5731 | 24.8313 | 12.7418 |
Avg Daily Profit (%) | 0.6359 | 0.3865 | 0.2494 | 0.3681 | 0.2558 | 0.1382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59517 | -24698 | -59075 | -87786 | -40021 | -86225 |
Profit Factor | 1.3204 | 1.4019 | 1.2438 | 1.1518 | 1.2104 | 1.0984 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 63.0872 | 62.6667 | 63.5135 | 63.0872 | 62.6667 | 63.5135 |
Ratio Avg Win / Avg Loss | 0.7726 | 0.8352 | 0.7145 | 0.6739 | 0.7211 | 0.631 |
Largest Winning Trade | 25449 | 25449 | 8655 | 21026 | 21026 | 10195 |
Largest Losing Trade | -40935 | -14260 | -40935 | -57179 | -22919 | -57179 |
Avg Bars in Trades | 165 | 177 | 153 | 165 | 177 | 153 |
Avg Bars in Winners | 118 | 128 | 108 | 118 | 128 | 108 |
Avg Bars in Losers | 245 | 258 | 232 | 245 | 258 | 232 |
Bars Traded | 24664 | 13292 | 11372 | 24664 | 13292 | 11372 |
Profit Streak | 2.7293 | 4.3647 | 2.7293 | 2.7293 | 4.3647 | 2.7293 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307033 | -50508 | -64974 | -48957 | -53667 | -268199 |
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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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