Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88238.1019 | 45126.2982 | 43111.8037 | 120212.0103 | 46839.5251 | 73372.4852 |
Total P&L (%) | 88.2381 | 45.1263 | 43.1118 | 120.212 | 46.8395 | 73.3725 |
Avg Daily Profit (%) | 0.1922 | 0.0983 | 0.0939 | 0.1721 | 0.0837 | 0.1199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25647 | -13569 | -20684 | -42757 | -33820 | -34101 |
Profit Factor | 1.6871 | 1.7321 | 1.6457 | 1.5809 | 1.4276 | 1.7533 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 78.4314 | 78.4314 | 78.4314 | 78.4314 | 78.4314 | 78.4314 |
Ratio Avg Win / Avg Loss | 0.464 | 0.4763 | 0.4526 | 0.4347 | 0.3926 | 0.4821 |
Largest Winning Trade | 11042 | 5256 | 11042 | 24785 | 6835 | 24785 |
Largest Losing Trade | -20684 | -13569 | -20684 | -34101 | -33820 | -34101 |
Avg Bars in Trades | 52 | 49 | 54 | 52 | 49 | 54 |
Avg Bars in Winners | 28 | 26 | 31 | 28 | 26 | 31 |
Avg Bars in Losers | 136 | 133 | 140 | 136 | 133 | 140 |
Bars Traded | 10658 | 5061 | 5597 | 10658 | 5061 | 5597 |
Profit Streak | 605.6753 | 0 | 613.6753 | 605.6753 | 0 | 613.6753 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451622 | -60088 | -65326 | 435175 | -80683 | -28471 |
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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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