Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79537.9664 | 39605.0231 | 39932.9433 | 100192.8736 | 35733.2464 | 64459.6271 |
Total P&L (%) | 79.538 | 39.605 | 39.9329 | 100.1929 | 35.7332 | 64.4596 |
Avg Daily Profit (%) | 0.1733 | 0.0863 | 0.087 | 0.1513 | 0.0666 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28119 | -15527 | -20205 | -44552 | -35894 | -31317 |
Profit Factor | 1.5181 | 1.5342 | 1.503 | 1.4181 | 1.2852 | 1.5637 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 216 | 106 | 110 | 216 | 106 | 110 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 78.2609 | 76.8116 | 79.7101 | 78.2609 | 76.8116 | 79.7101 |
Ratio Avg Win / Avg Loss | 0.4217 | 0.4632 | 0.3826 | 0.3939 | 0.388 | 0.398 |
Largest Winning Trade | 10989 | 6156 | 10989 | 22887 | 7189 | 22887 |
Largest Losing Trade | -20205 | -15527 | -20205 | -35894 | -35894 | -31317 |
Avg Bars in Trades | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Winners | 18 | 17 | 20 | 18 | 17 | 20 |
Avg Bars in Losers | 110 | 101 | 120 | 110 | 101 | 120 |
Bars Traded | 10694 | 5121 | 5573 | 10694 | 5121 | 5573 |
Profit Streak | 594.8373 | 0 | 602.9206 | 594.8373 | 0 | 602.9206 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434446 | -77388 | -75262 | 405697 | -105517 | -44443 |
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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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