Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72978.1433 | 38227.5777 | 34750.5657 | 86477.8534 | 34790.0342 | 51687.8192 |
Total P&L (%) | 72.9781 | 38.2276 | 34.7506 | 86.4779 | 34.79 | 51.6878 |
Avg Daily Profit (%) | 0.159 | 0.0833 | 0.0757 | 0.1358 | 0.0651 | 0.0908 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28592 | -22670 | -19883 | -48976 | -48976 | -28383 |
Profit Factor | 1.4755 | 1.4346 | 1.5304 | 1.3659 | 1.2431 | 1.5542 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 250 | 121 | 129 | 250 | 121 | 129 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 77.6398 | 75.1553 | 80.1242 | 77.6398 | 75.1553 | 80.1242 |
Ratio Avg Win / Avg Loss | 0.4249 | 0.4742 | 0.3796 | 0.3934 | 0.4109 | 0.3855 |
Largest Winning Trade | 5232 | 5232 | 2634 | 5732 | 5732 | 3770 |
Largest Losing Trade | -22670 | -22670 | -19883 | -48976 | -48976 | -28383 |
Avg Bars in Trades | 33 | 40 | 26 | 33 | 40 | 26 |
Avg Bars in Winners | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Losers | 88 | 102 | 70 | 88 | 102 | 70 |
Bars Traded | 10691 | 6448 | 4243 | 10691 | 6448 | 4243 |
Profit Streak | 607.2088 | 607.2088 | 620.3338 | 607.2088 | 607.2088 | 620.3338 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454605 | -81177 | -89118 | -7013 | -106942 | -67366 |
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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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