Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79280.952 | 34522.3127 | 44758.6393 | 95154.2997 | 25565.0488 | 69589.2508 |
Total P&L (%) | 79.281 | 34.5223 | 44.7586 | 95.1543 | 25.565 | 69.5893 |
Avg Daily Profit (%) | 0.1727 | 0.0752 | 0.0975 | 0.1458 | 0.0496 | 0.1151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33282 | -31052 | -20498 | -83834 | -78150 | -31314 |
Profit Factor | 1.4496 | 1.391 | 1.5085 | 1.3151 | 1.1567 | 1.5011 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 280 | 143 | 137 | 280 | 143 | 137 |
Losing Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Profitability (%) | 77.3481 | 79.0055 | 75.6906 | 77.3481 | 79.0055 | 75.6906 |
Ratio Avg Win / Avg Loss | 0.4245 | 0.3696 | 0.4845 | 0.3851 | 0.3074 | 0.4821 |
Largest Winning Trade | 5479 | 4658 | 5479 | 8752 | 8740 | 8752 |
Largest Losing Trade | -27646 | -27646 | -20498 | -68971 | -68971 | -31314 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 82 | 83 | 81 | 82 | 83 | 81 |
Bars Traded | 10614 | 5158 | 5456 | 10614 | 5158 | 5456 |
Profit Streak | 593.8056 | 593.8056 | 602.3056 | 593.8056 | 593.8056 | 602.3056 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469316 | -91375 | -60628 | 228730 | -175348 | -35398 |
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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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