Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69938.5242 | 38695.4187 | 31243.1055 | 76727.6456 | 30844.1581 | 45883.4875 |
Total P&L (%) | 69.9385 | 38.6954 | 31.2431 | 76.7276 | 30.8442 | 45.8835 |
Avg Daily Profit (%) | 0.1523 | 0.0843 | 0.0681 | 0.1241 | 0.0586 | 0.0823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29613 | -26198 | -21451 | -70961 | -62504 | -40406 |
Profit Factor | 1.4877 | 1.5349 | 1.4398 | 1.3005 | 1.2224 | 1.3934 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 125 | 60 | 65 | 125 | 60 | 65 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 71.0227 | 68.1818 | 73.8636 | 71.0227 | 68.1818 | 73.8636 |
Ratio Avg Win / Avg Loss | 0.607 | 0.7163 | 0.5095 | 0.5306 | 0.5704 | 0.493 |
Largest Winning Trade | 6827 | 6827 | 6600 | 11887 | 7684 | 11887 |
Largest Losing Trade | -26198 | -26198 | -21451 | -62504 | -62504 | -40406 |
Avg Bars in Trades | 61 | 59 | 63 | 61 | 59 | 63 |
Avg Bars in Winners | 37 | 33 | 40 | 37 | 33 | 40 |
Avg Bars in Losers | 121 | 115 | 127 | 121 | 115 | 127 |
Bars Traded | 10835 | 5254 | 5581 | 10835 | 5254 | 5581 |
Profit Streak | 591.4781 | 0 | 599.7281 | 591.4781 | 0 | 599.7281 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368629 | -81355 | -102923 | -25432 | -118246 | -82921 |
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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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