Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47350.1111 | 26295.6019 | 21054.5093 | 49200.6213 | 30387.4058 | 18813.2155 |
Total P&L (%) | 47.3501 | 26.2956 | 21.0545 | 49.2006 | 30.3874 | 18.8132 |
Avg Daily Profit (%) | 0.6126 | 0.3402 | 0.2724 | 0.519 | 0.3439 | 0.2233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26226 | -23434 | -15611 | -26760 | -23537 | -19946 |
Profit Factor | 1.3299 | 1.3893 | 1.277 | 1.3367 | 1.4577 | 1.236 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 55.3333 | 54.6667 | 56 | 55.3333 | 54.6667 | 56 |
Ratio Avg Win / Avg Loss | 1.0735 | 1.1521 | 1.0034 | 1.079 | 1.2088 | 0.9711 |
Largest Winning Trade | 12698 | 12698 | 5648 | 12139 | 12139 | 6085 |
Largest Losing Trade | -11276 | -7049 | -11276 | -14446 | -7150 | -14446 |
Avg Bars in Trades | 144 | 144 | 144 | 144 | 144 | 144 |
Avg Bars in Winners | 108 | 117 | 99 | 108 | 117 | 99 |
Avg Bars in Losers | 189 | 177 | 201 | 189 | 177 | 201 |
Bars Traded | 21671 | 10839 | 10832 | 21671 | 10839 | 10832 |
Profit Streak | 0 | 13.6026 | 0 | 0 | 13.6026 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336428 | -51442 | -55882 | 315058 | -50629 | -59713 |
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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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