Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68892.0035 | 35123.3005 | 33768.703 | 76778.7977 | 26080.6252 | 50698.1725 |
Total P&L (%) | 68.892 | 35.1233 | 33.7687 | 76.7788 | 26.0806 | 50.6982 |
Avg Daily Profit (%) | 0.1501 | 0.0765 | 0.0736 | 0.1242 | 0.0505 | 0.0894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29641 | -29759 | -21655 | -63633 | -64852 | -28914 |
Profit Factor | 1.3485 | 1.3599 | 1.3373 | 1.2589 | 1.1624 | 1.3729 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 289 | 143 | 146 | 289 | 143 | 146 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 78.9617 | 78.1421 | 79.7814 | 78.9617 | 78.1421 | 79.7814 |
Ratio Avg Win / Avg Loss | 0.3593 | 0.3804 | 0.3389 | 0.3354 | 0.3251 | 0.3479 |
Largest Winning Trade | 4444 | 4444 | 4084 | 7396 | 7396 | 5627 |
Largest Losing Trade | -25119 | -25119 | -21655 | -53456 | -53456 | -28914 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 82 | 75 | 89 | 82 | 75 | 89 |
Bars Traded | 10758 | 5198 | 5560 | 10758 | 5198 | 5560 |
Profit Streak | 590.6002 | 0 | 593.9752 | 590.6002 | 0 | 593.9752 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427522 | -90826 | -94126 | -23304 | -168932 | -71609 |
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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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