Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71141.9344 | 33576.3758 | 37565.5587 | 71821.7435 | 34517.9595 | 37303.784 |
Total P&L (%) | 71.1419 | 33.5764 | 37.5656 | 71.8217 | 34.518 | 37.3038 |
Avg Daily Profit (%) | 0.2732 | 0.1289 | 0.1443 | 0.2081 | 0.1139 | 0.1218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33203 | -27093 | -28322 | -48787 | -35932 | -41429 |
Profit Factor | 1.2569 | 1.2423 | 1.2715 | 1.1929 | 1.1869 | 1.1989 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 223 | 119 | 104 | 223 | 119 | 104 |
Losing Trades | 101 | 43 | 58 | 101 | 43 | 58 |
Profitability (%) | 68.8272 | 73.4568 | 64.1975 | 68.8272 | 73.4568 | 64.1975 |
Ratio Avg Win / Avg Loss | 0.5693 | 0.4489 | 0.7091 | 0.5403 | 0.4289 | 0.6686 |
Largest Winning Trade | 16155 | 10160 | 16155 | 23897 | 11813 | 23897 |
Largest Losing Trade | -16127 | -14526 | -16127 | -26273 | -18444 | -26273 |
Avg Bars in Trades | 76 | 73 | 79 | 76 | 73 | 79 |
Avg Bars in Winners | 46 | 45 | 47 | 46 | 45 | 47 |
Avg Bars in Losers | 141 | 147 | 136 | 141 | 147 | 136 |
Bars Traded | 24713 | 11830 | 12884 | 24713 | 11830 | 12884 |
Profit Streak | 2.8874 | 2.8874 | 5.2416 | 2.8874 | 2.8874 | 5.2416 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315941 | -24474 | -2239 | 4012 | -59064 | -33830 |
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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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