Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84075.7981 | 43697.6718 | 40378.1263 | 113607.3717 | 46759.4093 | 66847.9624 |
Total P&L (%) | 84.0758 | 43.6977 | 40.3781 | 113.6074 | 46.7594 | 66.848 |
Avg Daily Profit (%) | 0.1831 | 0.0952 | 0.088 | 0.1655 | 0.0836 | 0.1116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21497 | -11758 | -19149 | -30624 | -27714 | -26970 |
Profit Factor | 1.6591 | 1.7284 | 1.5975 | 1.6129 | 1.4918 | 1.7404 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 241 | 119 | 122 | 241 | 119 | 122 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 83.6806 | 82.6389 | 84.7222 | 83.6806 | 82.6389 | 84.7222 |
Ratio Avg Win / Avg Loss | 0.3236 | 0.3631 | 0.2881 | 0.3146 | 0.3134 | 0.3139 |
Largest Winning Trade | 10613 | 3833 | 10613 | 22661 | 6336 | 22661 |
Largest Losing Trade | -19149 | -11273 | -19149 | -26970 | -26626 | -26970 |
Avg Bars in Trades | 36 | 35 | 38 | 36 | 35 | 38 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 138 | 128 | 149 | 138 | 128 | 149 |
Bars Traded | 10644 | 5071 | 5573 | 10644 | 5071 | 5573 |
Profit Streak | 602.0929 | 0 | 611.0512 | 602.0929 | 0 | 611.0512 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482869 | -63524 | -72841 | 474222 | -79887 | -39087 |
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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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