Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84778.6285 | 35508.4392 | 49270.1893 | 114989.1844 | 35851.7893 | 79137.3951 |
Total P&L (%) | 84.7786 | 35.5084 | 49.2702 | 114.9892 | 35.8518 | 79.1374 |
Avg Daily Profit (%) | 0.1847 | 0.0773 | 0.1073 | 0.1669 | 0.0668 | 0.1271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19959 | -17283 | -19106 | -39796 | -39796 | -28837 |
Profit Factor | 1.7311 | 1.782 | 1.6983 | 1.6353 | 1.4391 | 1.7965 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 188 | 92 | 96 | 188 | 92 | 96 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 81.0345 | 79.3103 | 82.7586 | 81.0345 | 79.3103 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.4051 | 0.4649 | 0.3538 | 0.3827 | 0.3754 | 0.3743 |
Largest Winning Trade | 5479 | 4391 | 5479 | 9296 | 9296 | 9287 |
Largest Losing Trade | -19106 | -17283 | -19106 | -39796 | -39796 | -28837 |
Avg Bars in Trades | 44 | 16 | 72 | 44 | 16 | 72 |
Avg Bars in Winners | 22 | 8 | 36 | 22 | 8 | 36 |
Avg Bars in Losers | 137 | 48 | 244 | 137 | 48 | 244 |
Bars Traded | 10322 | 1968 | 8354 | 10322 | 1968 | 8354 |
Profit Streak | 589.9206 | 589.9206 | 616.4623 | 589.9206 | 589.9206 | 616.4623 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495568 | -87491 | -45842 | 483434 | -103185 | -17927 |
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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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