Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120192.5142 | 60458.6487 | 59733.8654 | 131225.9232 | 86460.3423 | 44765.5809 |
Total P&L (%) | 120.1925 | 60.4586 | 59.7339 | 131.2259 | 86.4603 | 44.7656 |
Avg Daily Profit (%) | 0.4615 | 0.2322 | 0.2294 | 0.3224 | 0.2395 | 0.1422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44661 | -43142 | -25683 | -108821 | -63292 | -62363 |
Profit Factor | 1.4417 | 1.4336 | 1.4502 | 1.2791 | 1.371 | 1.1888 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.712 | 1.7024 | 1.7221 | 1.5189 | 1.6281 | 1.4117 |
Largest Winning Trade | 63690 | 63690 | 14535 | 77749 | 77749 | 23404 |
Largest Losing Trade | -13437 | -13437 | -12031 | -33423 | -18538 | -33423 |
Avg Bars in Trades | 175 | 178 | 172 | 175 | 178 | 172 |
Avg Bars in Winners | 265 | 260 | 269 | 265 | 260 | 269 |
Avg Bars in Losers | 100 | 110 | 91 | 100 | 110 | 91 |
Bars Traded | 24623 | 12521 | 12101 | 24623 | 12521 | 12101 |
Profit Streak | 13.5945 | 14.1362 | 13.5945 | 13.5945 | 14.1362 | 13.5945 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388363 | -87173 | -87142 | 309786 | -86856 | -114372 |
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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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