Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90986.4401 | 47994.581 | 42991.8591 | 119741.1997 | 42486.5926 | 77254.6071 |
Total P&L (%) | 90.9864 | 47.9946 | 42.9919 | 119.7412 | 42.4866 | 77.2546 |
Avg Daily Profit (%) | 0.1982 | 0.1045 | 0.0936 | 0.1716 | 0.0772 | 0.1248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27373 | -26198 | -19971 | -79690 | -77136 | -33107 |
Profit Factor | 1.5546 | 1.5739 | 1.5345 | 1.3934 | 1.2436 | 1.5944 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 259 | 128 | 131 | 259 | 128 | 131 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 80.4348 | 79.5031 | 81.3665 | 80.4348 | 79.5031 | 81.3665 |
Ratio Avg Win / Avg Loss | 0.3781 | 0.4058 | 0.3514 | 0.3389 | 0.3206 | 0.3651 |
Largest Winning Trade | 6600 | 5238 | 6600 | 12661 | 8190 | 12661 |
Largest Losing Trade | -26198 | -26198 | -19971 | -77136 | -77136 | -33107 |
Avg Bars in Trades | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Winners | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Losers | 97 | 88 | 106 | 97 | 88 | 106 |
Bars Traded | 10692 | 5123 | 5569 | 10692 | 5123 | 5569 |
Profit Streak | 601.5823 | 605.1239 | 601.5823 | 601.5823 | 605.1239 | 601.5823 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481935 | -50624 | -65642 | 438301 | -89650 | -21829 |
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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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