Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76231.6598 | 37706.2816 | 38525.3782 | 101371.6312 | 50615.9829 | 50755.6483 |
Total P&L (%) | 76.2317 | 37.7063 | 38.5254 | 101.3716 | 50.616 | 50.7556 |
Avg Daily Profit (%) | 0.9862 | 0.4878 | 0.4984 | 0.9097 | 0.5312 | 0.5324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21405 | -10053 | -19772 | -33002 | -15305 | -31333 |
Profit Factor | 1.5979 | 1.6083 | 1.588 | 1.6386 | 1.6579 | 1.6205 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 69.5652 | 68.75 | 70.3704 | 69.5652 | 68.75 | 70.3704 |
Ratio Avg Win / Avg Loss | 0.6991 | 0.731 | 0.6686 | 0.7169 | 0.7536 | 0.6823 |
Largest Winning Trade | 7523 | 7523 | 6710 | 11870 | 11870 | 7643 |
Largest Losing Trade | -8589 | -6715 | -8589 | -14400 | -9574 | -14400 |
Avg Bars in Trades | 135 | 123 | 146 | 135 | 123 | 146 |
Avg Bars in Winners | 110 | 93 | 126 | 110 | 93 | 126 |
Avg Bars in Losers | 192 | 190 | 194 | 192 | 190 | 194 |
Bars Traded | 21793 | 9911 | 11882 | 21793 | 9911 | 11882 |
Profit Streak | 25.6502 | 26.171 | 25.6502 | 25.6502 | 26.171 | 25.6502 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585037 | -9264 | -1478 | 585801 | -7663 | -4 |
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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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