Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60321.7637 | 29622.4723 | 30699.2914 | 56301.504 | 29744.5189 | 26556.9851 |
Total P&L (%) | 60.3218 | 29.6225 | 30.6993 | 56.3015 | 29.7445 | 26.557 |
Avg Daily Profit (%) | 0.2316 | 0.1137 | 0.1179 | 0.1716 | 0.1 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34122 | -28953 | -22568 | -32560 | -28956 | -22664 |
Profit Factor | 1.2456 | 1.2305 | 1.2622 | 1.2006 | 1.2048 | 1.1961 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 64.5161 | 66.055 | 62.963 | 64.5161 | 66.055 | 62.963 |
Ratio Avg Win / Avg Loss | 0.6851 | 0.6324 | 0.7424 | 0.6603 | 0.6191 | 0.7036 |
Largest Winning Trade | 11281 | 11281 | 8600 | 13365 | 13365 | 7702 |
Largest Losing Trade | -15830 | -15830 | -13483 | -13657 | -13657 | -13227 |
Avg Bars in Trades | 113 | 109 | 117 | 113 | 109 | 117 |
Avg Bars in Winners | 82 | 80 | 83 | 82 | 80 | 83 |
Avg Bars in Losers | 169 | 163 | 174 | 169 | 163 | 174 |
Bars Traded | 24568 | 11883 | 12685 | 24568 | 11883 | 12685 |
Profit Streak | 6.1859 | 6.1859 | 8.0505 | 6.1859 | 6.1859 | 8.0505 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309337 | -44703 | -39341 | 271329 | -63127 | -80896 |
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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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