Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78924.0341 | 40600.2564 | 38323.7776 | 93568.2406 | 32202.3945 | 61365.8461 |
Total P&L (%) | 78.924 | 40.6003 | 38.3238 | 93.5682 | 32.2024 | 61.3658 |
Avg Daily Profit (%) | 0.1719 | 0.0884 | 0.0835 | 0.144 | 0.0608 | 0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31076 | -26428 | -21096 | -73947 | -62470 | -28957 |
Profit Factor | 1.5371 | 1.5559 | 1.5185 | 1.411 | 1.2534 | 1.6103 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 173 | 84 | 89 | 173 | 84 | 89 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 79.3578 | 77.0642 | 81.6514 | 79.3578 | 77.0642 | 81.6514 |
Ratio Avg Win / Avg Loss | 0.3998 | 0.4631 | 0.3412 | 0.367 | 0.373 | 0.3619 |
Largest Winning Trade | 6907 | 6721 | 6907 | 8621 | 6716 | 8621 |
Largest Losing Trade | -26428 | -26428 | -21096 | -62470 | -62470 | -28957 |
Avg Bars in Trades | 49 | 47 | 50 | 49 | 47 | 50 |
Avg Bars in Winners | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Losers | 133 | 123 | 145 | 133 | 123 | 145 |
Bars Traded | 10696 | 5192 | 5504 | 10696 | 5192 | 5504 |
Profit Streak | 606.2073 | 606.2073 | 612.4573 | 606.2073 | 606.2073 | 612.4573 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460622 | -73361 | -79486 | 136701 | -112770 | -49433 |
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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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