Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76276.1068 | 40857.1772 | 35418.9296 | 84734.3644 | 30454.0125 | 54280.3519 |
Total P&L (%) | 76.2761 | 40.8572 | 35.4189 | 84.7344 | 30.454 | 54.2804 |
Avg Daily Profit (%) | 0.1662 | 0.089 | 0.0772 | 0.1338 | 0.0579 | 0.0945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33352 | -28339 | -26367 | -66214 | -64379 | -28732 |
Profit Factor | 1.4061 | 1.3856 | 1.4326 | 1.3197 | 1.1898 | 1.5191 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 71.2062 | 71.0938 | 71.3178 | 71.2062 | 71.0938 | 71.3178 |
Ratio Avg Win / Avg Loss | 0.5686 | 0.5634 | 0.5761 | 0.5337 | 0.4838 | 0.6109 |
Largest Winning Trade | 7641 | 7641 | 5794 | 12735 | 12735 | 7900 |
Largest Losing Trade | -28339 | -28339 | -18973 | -64379 | -64379 | -27564 |
Avg Bars in Trades | 42 | 36 | 47 | 42 | 36 | 47 |
Avg Bars in Winners | 30 | 24 | 35 | 30 | 24 | 35 |
Avg Bars in Losers | 71 | 66 | 77 | 71 | 66 | 77 |
Bars Traded | 10820 | 4719 | 6101 | 10820 | 4719 | 6101 |
Profit Streak | 603.3659 | 603.3659 | 609.4075 | 603.3659 | 603.3659 | 609.4075 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398130 | -75009 | -90594 | -11233 | -129724 | -65359 |
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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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