Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83611.5551 | 38721.4755 | 44890.0796 | 108779.6998 | 38061.6693 | 70718.0306 |
Total P&L (%) | 83.6116 | 38.7215 | 44.8901 | 108.7797 | 38.0617 | 70.718 |
Avg Daily Profit (%) | 0.1821 | 0.0843 | 0.0978 | 0.1605 | 0.0703 | 0.1166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22965 | -16318 | -22913 | -33866 | -30095 | -33789 |
Profit Factor | 1.5794 | 1.5944 | 1.5671 | 1.5363 | 1.3888 | 1.674 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 274 | 140 | 134 | 274 | 140 | 134 |
Losing Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Profitability (%) | 79.1908 | 80.9249 | 77.4566 | 79.1908 | 80.9249 | 77.4566 |
Ratio Avg Win / Avg Loss | 0.415 | 0.3758 | 0.4561 | 0.4037 | 0.3274 | 0.4872 |
Largest Winning Trade | 10667 | 4021 | 10667 | 22035 | 5124 | 22035 |
Largest Losing Trade | -22913 | -13164 | -22913 | -33789 | -30095 | -33789 |
Avg Bars in Trades | 30 | 26 | 33 | 30 | 26 | 33 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Losers | 84 | 79 | 89 | 84 | 79 | 89 |
Bars Traded | 10473 | 4664 | 5809 | 10473 | 4664 | 5809 |
Profit Streak | 601.7603 | 0 | 610.8853 | 601.7603 | 0 | 610.8853 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468171 | -78066 | -59688 | 452022 | -98414 | -32506 |
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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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