Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103755.3472 | 54058.0008 | 49697.3463 | 159776.0796 | 66177.3581 | 93598.7216 |
Total P&L (%) | 103.7553 | 54.058 | 49.6973 | 159.7761 | 66.1774 | 93.5987 |
Avg Daily Profit (%) | 0.226 | 0.1178 | 0.1083 | 0.2082 | 0.1107 | 0.144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24094 | -12088 | -19424 | -32381 | -32381 | -24103 |
Profit Factor | 1.7386 | 1.8582 | 1.6414 | 1.7924 | 1.6504 | 1.937 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 81.5789 | 81.8713 | 81.2866 | 81.5789 | 81.8713 | 81.2866 |
Ratio Avg Win / Avg Loss | 0.3926 | 0.4115 | 0.3779 | 0.4047 | 0.3655 | 0.4459 |
Largest Winning Trade | 10613 | 3833 | 10613 | 27560 | 7419 | 27560 |
Largest Losing Trade | -19424 | -11273 | -19424 | -32381 | -32381 | -24103 |
Avg Bars in Trades | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Winners | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Losers | 111 | 109 | 112 | 111 | 109 | 112 |
Bars Traded | 10645 | 5099 | 5546 | 10645 | 5099 | 5546 |
Profit Streak | 604.2341 | 0 | 614.9841 | 604.2341 | 0 | 614.9841 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504371 | -31636 | -44297 | 502621 | -40922 | 190799 |
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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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