Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110664.9453 | 25070.6689 | 85594.2764 | 118730.9403 | 50351.1368 | 68379.8035 |
Total P&L (%) | 110.6649 | 25.0707 | 85.5943 | 118.7309 | 50.3511 | 68.3798 |
Avg Daily Profit (%) | 0.4249 | 0.0963 | 0.3287 | 0.301 | 0.1567 | 0.2003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59996 | -65529 | -34910 | -63690 | -50889 | -45794 |
Profit Factor | 1.366 | 1.1594 | 1.5897 | 1.386 | 1.3406 | 1.428 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 43.3333 | 41.3333 | 45.3333 | 43.3333 | 41.3333 | 45.3333 |
Ratio Avg Win / Avg Loss | 1.7862 | 1.6456 | 1.917 | 1.8125 | 1.9028 | 1.7219 |
Largest Winning Trade | 24841 | 24841 | 21046 | 31406 | 31406 | 31136 |
Largest Losing Trade | -20750 | -13891 | -20750 | -20821 | -10935 | -20821 |
Avg Bars in Trades | 160 | 178 | 143 | 160 | 178 | 143 |
Avg Bars in Winners | 232 | 262 | 205 | 232 | 262 | 205 |
Avg Bars in Losers | 105 | 119 | 91 | 105 | 119 | 91 |
Bars Traded | 24123 | 13388 | 10735 | 24123 | 13388 | 10735 |
Profit Streak | 15.7468 | 15.7468 | 16.0385 | 15.7468 | 15.7468 | 16.0385 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339287 | -173179 | -47412 | 305556 | -53759 | -49606 |
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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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