Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88427.1154 | 51753.5945 | 36673.521 | 97910.2239 | 70447.8248 | 27462.3991 |
Total P&L (%) | 88.4271 | 51.7536 | 36.6735 | 97.9102 | 70.4478 | 27.4624 |
Avg Daily Profit (%) | 0.6366 | 0.3726 | 0.264 | 0.4926 | 0.3846 | 0.1748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30045 | -24864 | -24327 | -35015 | -25527 | -41777 |
Profit Factor | 1.3783 | 1.4686 | 1.2974 | 1.3313 | 1.5678 | 1.1602 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 58.3851 | 56.25 | 60.4938 | 58.3851 | 56.25 | 60.4938 |
Ratio Avg Win / Avg Loss | 0.9824 | 1.1422 | 0.8473 | 0.9489 | 1.2194 | 0.7577 |
Largest Winning Trade | 22805 | 22805 | 9725 | 20513 | 20513 | 12326 |
Largest Losing Trade | -19248 | -14930 | -19248 | -30651 | -14857 | -30651 |
Avg Bars in Trades | 79 | 79 | 79 | 79 | 79 | 79 |
Avg Bars in Winners | 76 | 70 | 82 | 76 | 70 | 82 |
Avg Bars in Losers | 83 | 91 | 75 | 83 | 91 | 75 |
Bars Traded | 12821 | 6380 | 6441 | 12821 | 6380 | 6441 |
Profit Streak | 134.9575 | 0 | 135.0617 | 134.9575 | 0 | 135.0617 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394791 | -11435 | -7480 | 340176 | -9509 | -53431 |
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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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