Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71756.9619 | 39106.2472 | 32650.7146 | 93881.8856 | 48935.2904 | 44946.5952 |
Total P&L (%) | 71.757 | 39.1062 | 32.6507 | 93.8819 | 48.9353 | 44.9466 |
Avg Daily Profit (%) | 0.1563 | 0.0852 | 0.0711 | 0.1443 | 0.0868 | 0.0809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23654 | -13211 | -18809 | -39894 | -21417 | -30876 |
Profit Factor | 1.8222 | 2.0123 | 1.6712 | 1.7265 | 1.8415 | 1.6325 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 172 | 83 | 89 | 172 | 83 | 89 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 84.3137 | 81.3725 | 87.2549 | 84.3137 | 81.3725 | 87.2549 |
Ratio Avg Win / Avg Loss | 0.339 | 0.4607 | 0.2441 | 0.3212 | 0.4215 | 0.2384 |
Largest Winning Trade | 5304 | 4658 | 5304 | 9765 | 7146 | 9765 |
Largest Losing Trade | -18609 | -6689 | -18609 | -30607 | -11494 | -30607 |
Avg Bars in Trades | 49 | 49 | 48 | 49 | 49 | 48 |
Avg Bars in Winners | 21 | 19 | 24 | 21 | 19 | 24 |
Avg Bars in Losers | 194 | 181 | 214 | 194 | 181 | 214 |
Bars Traded | 10004 | 5064 | 4940 | 10004 | 5064 | 4940 |
Profit Streak | 632.2707 | 632.2707 | 666.1874 | 632.2707 | 632.2707 | 666.1874 |
Trades During Streak | 7 | 3 | 12 | 7 | 3 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511698 | -75619 | -95174 | 230617 | -73189 | -81133 |
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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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