Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41319.4855 | 14858.2594 | 26461.2261 | 46603.789 | 15692.2272 | 30911.5618 |
Total P&L (%) | 41.3195 | 14.8583 | 26.4612 | 46.6038 | 15.6922 | 30.9116 |
Avg Daily Profit (%) | 0.7934 | 0.2853 | 0.5081 | 0.7373 | 0.2803 | 0.5185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21101 | -19833 | -9847 | -30595 | -27036 | -14918 |
Profit Factor | 1.5094 | 1.3244 | 1.7493 | 1.4098 | 1.2456 | 1.6203 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 76.875 | 73.75 | 80 | 76.875 | 73.75 | 80 |
Ratio Avg Win / Avg Loss | 0.454 | 0.4714 | 0.4373 | 0.4241 | 0.4433 | 0.4051 |
Largest Winning Trade | 3909 | 3537 | 3909 | 4384 | 4384 | 4179 |
Largest Losing Trade | -9687 | -9687 | -8312 | -13348 | -13348 | -12639 |
Avg Bars in Trades | 147 | 151 | 143 | 147 | 151 | 143 |
Avg Bars in Winners | 77 | 74 | 79 | 77 | 74 | 79 |
Avg Bars in Losers | 382 | 370 | 398 | 382 | 370 | 398 |
Bars Traded | 23642 | 12151 | 11491 | 23642 | 12151 | 11491 |
Profit Streak | 9.5794 | 10.9148 | 9.5794 | 9.5794 | 10.9148 | 9.5794 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518898 | -24068 | -8595 | 496636 | -19721 | -8359 |
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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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