Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153476.6354 | 101723.8471 | 51752.7882 | 189991.0378 | 153307.2011 | 36683.8366 |
Total P&L (%) | 153.4766 | 101.7238 | 51.7528 | 189.991 | 153.3072 | 36.6838 |
Avg Daily Profit (%) | 0.5763 | 0.382 | 0.1943 | 0.4006 | 0.3496 | 0.1174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48077 | -23949 | -63741 | -114495 | -49141 | -150940 |
Profit Factor | 1.4689 | 1.6426 | 1.3062 | 1.3215 | 1.5253 | 1.1227 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 50 | 45.9459 | 54.0541 | 50 | 45.9459 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.4689 | 1.9325 | 1.1103 | 1.3215 | 1.7945 | 0.9543 |
Largest Winning Trade | 41952 | 41952 | 29896 | 72189 | 72189 | 50337 |
Largest Losing Trade | -19025 | -10781 | -19025 | -45464 | -24559 | -45464 |
Avg Bars in Trades | 84 | 82 | 85 | 84 | 82 | 85 |
Avg Bars in Winners | 98 | 106 | 92 | 98 | 106 | 92 |
Avg Bars in Losers | 69 | 62 | 77 | 69 | 62 | 77 |
Bars Traded | 12462 | 6110 | 6352 | 12462 | 6110 | 6352 |
Profit Streak | 271.4478 | 0 | 283.8436 | 271.4478 | 0 | 283.8436 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416052 | -55124 | -57183 | 329564 | -55939 | -189707 |
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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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