Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83507.4195 | 46657.1217 | 36850.2978 | 114236.3818 | 56941.2101 | 57295.1717 |
Total P&L (%) | 83.5074 | 46.6571 | 36.8503 | 114.2364 | 56.9412 | 57.2952 |
Avg Daily Profit (%) | 0.1819 | 0.1016 | 0.0803 | 0.1661 | 0.0982 | 0.0987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25177 | -11610 | -19485 | -34154 | -15896 | -26077 |
Profit Factor | 1.8868 | 2.1703 | 1.6786 | 1.9796 | 2.1196 | 1.8713 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 76.4228 | 77.0492 | 75.8065 | 76.4228 | 77.0492 | 75.8065 |
Ratio Avg Win / Avg Loss | 0.5821 | 0.6465 | 0.5357 | 0.6107 | 0.6314 | 0.5972 |
Largest Winning Trade | 8573 | 8163 | 8573 | 16917 | 9123 | 16917 |
Largest Losing Trade | -19485 | -8558 | -19485 | -26077 | -10340 | -26077 |
Avg Bars in Trades | 85 | 83 | 87 | 85 | 83 | 87 |
Avg Bars in Winners | 48 | 48 | 47 | 48 | 48 | 47 |
Avg Bars in Losers | 205 | 199 | 211 | 205 | 199 | 211 |
Bars Traded | 10482 | 5083 | 5399 | 10482 | 5083 | 5399 |
Profit Streak | 626.9429 | 626.9429 | 665.2762 | 626.9429 | 626.9429 | 665.2762 |
Trades During Streak | 7 | 3 | 9 | 7 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465580 | -215182 | -238051 | 467170 | -219065 | -211431 |
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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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