Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78240.0237 | 37346.9517 | 40893.072 | 87733.2504 | 42611.7146 | 45121.5359 |
Total P&L (%) | 78.24 | 37.347 | 40.8931 | 87.7333 | 42.6117 | 45.1215 |
Avg Daily Profit (%) | 0.1704 | 0.0814 | 0.0891 | 0.1373 | 0.0773 | 0.0812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40958 | -16038 | -29825 | -44909 | -15369 | -32178 |
Profit Factor | 1.4805 | 1.6118 | 1.4017 | 1.5354 | 1.7086 | 1.4349 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 56.4593 | 57.1429 | 55.7692 | 56.4593 | 57.1429 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.1417 | 1.2089 | 1.1117 | 1.184 | 1.2815 | 1.138 |
Largest Winning Trade | 27391 | 10045 | 27391 | 35165 | 16428 | 35165 |
Largest Losing Trade | -22110 | -7248 | -22110 | -24603 | -8767 | -24603 |
Avg Bars in Trades | 50 | 27 | 73 | 50 | 27 | 73 |
Avg Bars in Winners | 48 | 30 | 66 | 48 | 30 | 66 |
Avg Bars in Losers | 52 | 24 | 80 | 52 | 24 | 80 |
Bars Traded | 10512 | 2918 | 7594 | 10512 | 2918 | 7594 |
Profit Streak | 610.6573 | 626.8656 | 610.6573 | 610.6573 | 626.8656 | 610.6573 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399149 | -83292 | -74811 | -5694 | -87975 | -84798 |
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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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