Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69220.6094 | 35313.7382 | 33906.8712 | 78610.0605 | 27091.784 | 51518.2765 |
Total P&L (%) | 69.2206 | 35.3137 | 33.9069 | 78.6101 | 27.0918 | 51.5183 |
Avg Daily Profit (%) | 0.1508 | 0.0769 | 0.0739 | 0.1264 | 0.0522 | 0.0906 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27496 | -22904 | -20703 | -49827 | -51040 | -32489 |
Profit Factor | 1.5141 | 1.5103 | 1.518 | 1.3621 | 1.2219 | 1.5424 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 77.5862 | 79.3103 | 75.8621 | 77.5862 | 79.3103 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.4374 | 0.394 | 0.483 | 0.3935 | 0.3188 | 0.4908 |
Largest Winning Trade | 7151 | 5635 | 7151 | 7830 | 7824 | 7830 |
Largest Losing Trade | -22586 | -22586 | -20703 | -49827 | -49827 | -32489 |
Avg Bars in Trades | 61 | 58 | 64 | 61 | 58 | 64 |
Avg Bars in Winners | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Losers | 153 | 157 | 149 | 153 | 157 | 149 |
Bars Traded | 10701 | 5070 | 5630 | 10701 | 5070 | 5630 |
Profit Streak | 603.986 | 0 | 612.9027 | 603.986 | 0 | 612.9027 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402463 | -90187 | -93450 | -21134 | -125598 | -69505 |
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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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