Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138982.2537 | 67060.0781 | 71922.1756 | 120224.2362 | 58444.781 | 61779.4552 |
Total P&L (%) | 138.9823 | 67.0601 | 71.9222 | 120.2242 | 58.4448 | 61.7795 |
Avg Daily Profit (%) | 0.2718 | 0.1312 | 0.1407 | 0.1545 | 0.0901 | 0.0941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86316 | -58942 | -51646 | -106770 | -63075 | -53713 |
Profit Factor | 1.4 | 1.4021 | 1.398 | 1.3157 | 1.3172 | 1.3144 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 70.3125 | 65.625 | 75 | 70.3125 | 65.625 | 75 |
Ratio Avg Win / Avg Loss | 0.5911 | 0.7345 | 0.466 | 0.5555 | 0.69 | 0.4381 |
Largest Winning Trade | 19760 | 19760 | 12800 | 25428 | 18048 | 25428 |
Largest Losing Trade | -51264 | -22285 | -51264 | -43287 | -30627 | -43287 |
Avg Bars in Trades | 188 | 188 | 188 | 188 | 188 | 188 |
Avg Bars in Winners | 130 | 126 | 133 | 130 | 126 | 133 |
Avg Bars in Losers | 327 | 306 | 356 | 327 | 306 | 356 |
Bars Traded | 24138 | 12045 | 12093 | 24138 | 12045 | 12093 |
Profit Streak | 21.9074 | 37.1157 | 0 | 21.9074 | 37.1157 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366692 | -155854 | -142778 | 312068 | -211749 | -205882 |
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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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