Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74919.4531 | 34781.8344 | 40137.6188 | 91412.0182 | 30903.0746 | 60508.9436 |
Total P&L (%) | 74.9195 | 34.7818 | 40.1376 | 91.412 | 30.9031 | 60.5089 |
Avg Daily Profit (%) | 0.1632 | 0.0758 | 0.0874 | 0.1415 | 0.0587 | 0.1031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23709 | -15594 | -21744 | -32136 | -31259 | -29083 |
Profit Factor | 1.4959 | 1.4829 | 1.5077 | 1.455 | 1.3009 | 1.6161 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 294 | 146 | 148 | 294 | 146 | 148 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 79.8913 | 79.3478 | 80.4348 | 79.8913 | 79.3478 | 80.4348 |
Ratio Avg Win / Avg Loss | 0.3765 | 0.386 | 0.3667 | 0.3662 | 0.3386 | 0.3931 |
Largest Winning Trade | 10667 | 4021 | 10667 | 20904 | 5734 | 20904 |
Largest Losing Trade | -21744 | -14379 | -21744 | -31185 | -31185 | -29083 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Losers | 83 | 74 | 92 | 83 | 74 | 92 |
Bars Traded | 10472 | 4668 | 5804 | 10472 | 4668 | 5804 |
Profit Streak | 600.3861 | 0 | 612.8861 | 600.3861 | 0 | 612.8861 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461364 | -90935 | -73831 | 41557 | -115455 | -50735 |
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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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