Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96177.4883 | 52769.7299 | 43407.7584 | 121442.0366 | 47626.5346 | 73815.502 |
Total P&L (%) | 96.1775 | 52.7697 | 43.4078 | 121.442 | 47.6265 | 73.8155 |
Avg Daily Profit (%) | 0.2095 | 0.1149 | 0.0946 | 0.1733 | 0.0849 | 0.1205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52908 | -40383 | -18753 | -124653 | -99864 | -28760 |
Profit Factor | 1.4053 | 1.4248 | 1.3838 | 1.3214 | 1.2231 | 1.449 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 178 | 95 | 83 | 178 | 95 | 83 |
Losing Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Profitability (%) | 67.9389 | 72.5191 | 63.3588 | 67.9389 | 72.5191 | 63.3588 |
Ratio Avg Win / Avg Loss | 0.6632 | 0.5399 | 0.8003 | 0.6236 | 0.4635 | 0.838 |
Largest Winning Trade | 8983 | 8983 | 8160 | 15349 | 15349 | 14679 |
Largest Losing Trade | -30813 | -30813 | -14744 | -73828 | -73828 | -21105 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Losers | 64 | 57 | 70 | 64 | 57 | 70 |
Bars Traded | 10684 | 4841 | 5843 | 10684 | 4841 | 5843 |
Profit Streak | 610.1845 | 610.5179 | 610.1845 | 610.1845 | 610.5179 | 610.1845 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398756 | -38231 | -67630 | 369168 | -79945 | -30727 |
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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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