Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86677.6356 | 43136.1322 | 43541.5034 | 110609.3688 | 37064.9108 | 73544.458 |
Total P&L (%) | 86.6776 | 43.1361 | 43.5415 | 110.6094 | 37.0649 | 73.5445 |
Avg Daily Profit (%) | 0.1888 | 0.094 | 0.0948 | 0.1624 | 0.0687 | 0.1202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26237 | -25135 | -18622 | -64081 | -68112 | -32731 |
Profit Factor | 1.5979 | 1.5583 | 1.6431 | 1.4123 | 1.2337 | 1.6706 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 182 | 89 | 93 | 182 | 89 | 93 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 79.8246 | 78.0702 | 81.5789 | 79.8246 | 78.0702 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.4039 | 0.4377 | 0.371 | 0.357 | 0.3466 | 0.3772 |
Largest Winning Trade | 7428 | 7428 | 6477 | 8460 | 8460 | 7074 |
Largest Losing Trade | -24149 | -24149 | -18622 | -63879 | -63879 | -32731 |
Avg Bars in Trades | 46 | 45 | 48 | 46 | 45 | 48 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 137 | 126 | 150 | 137 | 126 | 150 |
Bars Traded | 10688 | 5208 | 5480 | 10688 | 5208 | 5480 |
Profit Streak | 590.7444 | 590.7444 | 600.4944 | 590.7444 | 590.7444 | 600.4944 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482076 | -65987 | -63265 | 433123 | -102191 | -27562 |
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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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