Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86031.5688 | 39336.9769 | 46694.5918 | 120203.0763 | 47314.6897 | 72888.3866 |
Total P&L (%) | 86.0316 | 39.337 | 46.6946 | 120.2031 | 47.3147 | 72.8884 |
Avg Daily Profit (%) | 0.1874 | 0.0857 | 0.1017 | 0.1721 | 0.0844 | 0.1193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26455 | -8864 | -18809 | -32209 | -11227 | -22394 |
Profit Factor | 1.808 | 1.9972 | 1.6967 | 1.9337 | 1.9501 | 1.9233 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 182 | 92 | 90 | 182 | 92 | 90 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 74.5902 | 75.4098 | 73.7705 | 74.5902 | 75.4098 | 73.7705 |
Ratio Avg Win / Avg Loss | 0.6159 | 0.6513 | 0.6033 | 0.6587 | 0.6359 | 0.6839 |
Largest Winning Trade | 14016 | 2805 | 14016 | 25874 | 4950 | 25874 |
Largest Losing Trade | -18366 | -8062 | -18366 | -21956 | -10333 | -21956 |
Avg Bars in Trades | 41 | 30 | 53 | 41 | 30 | 53 |
Avg Bars in Winners | 21 | 16 | 27 | 21 | 16 | 27 |
Avg Bars in Losers | 100 | 71 | 127 | 100 | 71 | 127 |
Bars Traded | 10243 | 3698 | 6545 | 10243 | 3698 | 6545 |
Profit Streak | 602.3487 | 602.3487 | 624.807 | 602.3487 | 602.3487 | 624.807 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476323 | -76008 | -54649 | 480342 | -77076 | -29100 |
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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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