Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76036.2224 | 41432.6883 | 34603.5341 | 100058.8879 | 51451.9043 | 48606.9836 |
Total P&L (%) | 76.0362 | 41.4327 | 34.6035 | 100.0589 | 51.4519 | 48.607 |
Avg Daily Profit (%) | 0.1656 | 0.0903 | 0.0754 | 0.1512 | 0.0905 | 0.0863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23408 | -13077 | -19167 | -33980 | -18708 | -28440 |
Profit Factor | 1.8156 | 2.0536 | 1.642 | 1.8071 | 1.9669 | 1.6869 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 76.9737 | 80.2632 | 73.6842 | 76.9737 | 80.2632 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.5431 | 0.505 | 0.5864 | 0.5406 | 0.4837 | 0.6025 |
Largest Winning Trade | 8404 | 4508 | 8404 | 15510 | 5905 | 15510 |
Largest Losing Trade | -19167 | -8128 | -19167 | -27493 | -10399 | -27493 |
Avg Bars in Trades | 66 | 64 | 68 | 66 | 64 | 68 |
Avg Bars in Winners | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Losers | 167 | 186 | 153 | 167 | 186 | 153 |
Bars Traded | 10037 | 4864 | 5173 | 10037 | 4864 | 5173 |
Profit Streak | 618.7757 | 637.734 | 618.7757 | 618.7757 | 637.734 | 618.7757 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449290 | -117827 | -140967 | 444246 | -117136 | -125035 |
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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) |
---|