Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76670.594 | 30659.7325 | 46010.8615 | 76780.6923 | 26115.6094 | 50665.0829 |
Total P&L (%) | 76.6706 | 30.6597 | 46.0109 | 76.7807 | 26.1156 | 50.6651 |
Avg Daily Profit (%) | 0.2944 | 0.1177 | 0.1767 | 0.219 | 0.0891 | 0.1575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41632 | -24003 | -32122 | -60189 | -36037 | -46526 |
Profit Factor | 1.2777 | 1.2333 | 1.3181 | 1.2036 | 1.1445 | 1.258 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 188 | 93 | 95 | 188 | 93 | 95 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 70.1493 | 69.403 | 70.8955 | 70.1493 | 69.403 | 70.8955 |
Ratio Avg Win / Avg Loss | 0.5437 | 0.5437 | 0.5411 | 0.5122 | 0.5046 | 0.5164 |
Largest Winning Trade | 27860 | 11334 | 27860 | 38520 | 12585 | 38520 |
Largest Losing Trade | -16877 | -15070 | -16877 | -26630 | -23075 | -26630 |
Avg Bars in Trades | 92 | 87 | 97 | 92 | 87 | 97 |
Avg Bars in Winners | 55 | 52 | 57 | 55 | 52 | 57 |
Avg Bars in Losers | 178 | 165 | 192 | 178 | 165 | 192 |
Bars Traded | 24715 | 11700 | 13015 | 24715 | 11700 | 13015 |
Profit Streak | 2.2411 | 2.2411 | 7.7099 | 2.2411 | 2.2411 | 7.7099 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300087 | -41338 | 255554 | 260580 | -141124 | 250792 |
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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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