Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86527.7918 | 73574.3538 | 12953.4381 | 14476.2767 | 17666.2331 | -3189.9563 |
Total P&L (%) | 86.5278 | 73.5744 | 12.9534 | 14.4763 | 17.6662 | -3.19 |
Avg Daily Profit (%) | 0.1499 | 0.1275 | 0.0224 | 0.0234 | 0.0282 | -0.0056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92961 | -50339 | -64680 | -92131 | -51465 | -54433 |
Profit Factor | 1.2156 | 1.3663 | 1.0646 | 1.0473 | 1.1126 | 0.9786 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 75.1515 | 73.1707 | 77.1084 | 75.1515 | 73.1707 | 77.1084 |
Ratio Avg Win / Avg Loss | 0.4019 | 0.501 | 0.3161 | 0.3463 | 0.408 | 0.2905 |
Largest Winning Trade | 16490 | 16490 | 12870 | 12893 | 12893 | 11908 |
Largest Losing Trade | -50319 | -30427 | -50319 | -43366 | -36779 | -43366 |
Avg Bars in Trades | 78 | 104 | 53 | 78 | 104 | 53 |
Avg Bars in Winners | 41 | 51 | 31 | 41 | 51 | 31 |
Avg Bars in Losers | 192 | 250 | 125 | 192 | 250 | 125 |
Bars Traded | 13006 | 8576 | 4430 | 13006 | 8576 | 4430 |
Profit Streak | 497.8384 | 502.1301 | 497.8384 | 497.8384 | 502.1301 | 497.8384 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349615 | -24974 | -384202 | -353532 | -262978 | -577124 |
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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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