Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110992.9078 | 13458.2995 | 97534.6082 | 94040.3257 | 18707.7334 | 75332.5923 |
Total P&L (%) | 110.9929 | 13.4583 | 97.5346 | 94.0403 | 18.7077 | 75.3326 |
Avg Daily Profit (%) | 0.4262 | 0.0517 | 0.3745 | 0.2549 | 0.0659 | 0.2159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49156 | -10977 | -38316 | -70043 | -18785 | -81009 |
Profit Factor | 1.4003 | 1.1966 | 1.4671 | 1.2065 | 1.1767 | 1.2155 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 68.2432 | 64.8649 | 71.6216 | 68.2432 | 64.8649 | 71.6216 |
Ratio Avg Win / Avg Loss | 0.6516 | 0.6482 | 0.5813 | 0.5614 | 0.6374 | 0.4816 |
Largest Winning Trade | 18559 | 7099 | 18559 | 22144 | 12177 | 22144 |
Largest Losing Trade | -38316 | -8833 | -38316 | -57688 | -18785 | -57688 |
Avg Bars in Trades | 166 | 24 | 309 | 166 | 24 | 309 |
Avg Bars in Winners | 106 | 18 | 186 | 106 | 18 | 186 |
Avg Bars in Losers | 296 | 36 | 618 | 296 | 36 | 618 |
Bars Traded | 24703 | 1833 | 22871 | 24703 | 1833 | 22871 |
Profit Streak | 3.3631 | 3.5714 | 0 | 3.3631 | 3.5714 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329017 | -252017 | -54221 | 233657 | -204496 | -57115 |
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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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