Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85002.7313 | 50986.3394 | 34016.3919 | 80006.9969 | 68150.4394 | 11856.5574 |
Total P&L (%) | 85.0027 | 50.9863 | 34.0164 | 80.007 | 68.1504 | 11.8566 |
Avg Daily Profit (%) | 0.3264 | 0.1958 | 0.1306 | 0.226 | 0.1998 | 0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39538 | -43056 | -31707 | -84832 | -57939 | -68626 |
Profit Factor | 1.3243 | 1.3521 | 1.2899 | 1.1841 | 1.2972 | 1.0578 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 65.5172 | 67.1233 | 63.8889 | 65.5172 | 67.1233 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.697 | 0.6623 | 0.729 | 0.6232 | 0.6354 | 0.5979 |
Largest Winning Trade | 17586 | 13899 | 17586 | 18754 | 17430 | 18754 |
Largest Losing Trade | -23659 | -19154 | -23659 | -39583 | -25618 | -39583 |
Avg Bars in Trades | 169 | 205 | 133 | 169 | 205 | 133 |
Avg Bars in Winners | 100 | 101 | 99 | 100 | 101 | 99 |
Avg Bars in Losers | 300 | 416 | 192 | 300 | 416 | 192 |
Bars Traded | 24576 | 14981 | 9595 | 24576 | 14981 | 9595 |
Profit Streak | 6.3106 | 6.3106 | 8.9877 | 6.3106 | 6.3106 | 8.9877 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356511 | -64636 | -100703 | -9189 | -63794 | -479758 |
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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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