Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85474.6388 | 44812.0422 | 40662.5966 | 104202.8356 | 36227.5622 | 67975.2734 |
Total P&L (%) | 85.4746 | 44.812 | 40.6626 | 104.2028 | 36.2276 | 67.9753 |
Avg Daily Profit (%) | 0.1862 | 0.0976 | 0.0886 | 0.1556 | 0.0674 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35163 | -28627 | -21050 | -97107 | -83041 | -37712 |
Profit Factor | 1.5816 | 1.6121 | 1.5512 | 1.3856 | 1.2397 | 1.5708 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 72.4138 | 73.5632 | 71.2644 | 72.4138 | 73.5632 | 71.2644 |
Ratio Avg Win / Avg Loss | 0.6025 | 0.5794 | 0.6255 | 0.5278 | 0.4455 | 0.6334 |
Largest Winning Trade | 7922 | 7922 | 7193 | 16960 | 14639 | 16960 |
Largest Losing Trade | -28627 | -28627 | -19767 | -83041 | -83041 | -35822 |
Avg Bars in Trades | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Winners | 40 | 38 | 42 | 40 | 38 | 42 |
Avg Bars in Losers | 117 | 121 | 114 | 117 | 121 | 114 |
Bars Traded | 10702 | 5228 | 5474 | 10702 | 5228 | 5474 |
Profit Streak | 601.0455 | 603.2539 | 601.0455 | 601.0455 | 603.2539 | 601.0455 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419445 | -61346 | -74387 | 366927 | -104666 | -39619 |
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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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