Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121525.1848 | 62974.3557 | 58550.8292 | 188037.6088 | 94048.3625 | 93989.2464 |
Total P&L (%) | 121.5252 | 62.9744 | 58.5508 | 188.0376 | 94.0484 | 93.9892 |
Avg Daily Profit (%) | 0.2647 | 0.1372 | 0.1275 | 0.2307 | 0.1445 | 0.1444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25523 | -12513 | -21644 | -41966 | -18801 | -34206 |
Profit Factor | 1.9096 | 2.0385 | 1.8026 | 1.994 | 2.0633 | 1.9331 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 69.1275 | 67.5676 | 70.6667 | 69.1275 | 67.5676 | 70.6667 |
Ratio Avg Win / Avg Loss | 0.8528 | 0.9785 | 0.7482 | 0.8905 | 0.9904 | 0.8024 |
Largest Winning Trade | 30818 | 19075 | 30818 | 52449 | 42468 | 52449 |
Largest Losing Trade | -20731 | -9948 | -20731 | -32599 | -18801 | -32599 |
Avg Bars in Trades | 72 | 64 | 80 | 72 | 64 | 80 |
Avg Bars in Winners | 52 | 45 | 58 | 52 | 45 | 58 |
Avg Bars in Losers | 117 | 105 | 131 | 117 | 105 | 131 |
Bars Traded | 10816 | 4792 | 6023 | 10816 | 4792 | 6023 |
Profit Streak | 596.7537 | 602.7121 | 596.7537 | 596.7537 | 602.7121 | 596.7537 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435221 | -70987 | -77058 | 430617 | -60691 | -53505 |
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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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