Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94424.2408 | 55980.779 | 38443.4618 | 116950.4951 | 71829.9676 | 45120.5275 |
Total P&L (%) | 94.4242 | 55.9808 | 38.4435 | 116.9505 | 71.83 | 45.1205 |
Avg Daily Profit (%) | 0.3626 | 0.215 | 0.1476 | 0.2978 | 0.2081 | 0.1431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39142 | -20866 | -24798 | -34499 | -22269 | -22615 |
Profit Factor | 1.4496 | 1.5182 | 1.3769 | 1.4529 | 1.5528 | 1.3517 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 67.4847 | 67.9012 | 67.0732 | 67.4847 | 67.9012 | 67.0732 |
Ratio Avg Win / Avg Loss | 0.6984 | 0.7177 | 0.6759 | 0.7 | 0.734 | 0.6636 |
Largest Winning Trade | 12980 | 12980 | 7517 | 13656 | 13656 | 10606 |
Largest Losing Trade | -20866 | -20866 | -11680 | -18817 | -17268 | -18817 |
Avg Bars in Trades | 150 | 142 | 157 | 150 | 142 | 157 |
Avg Bars in Winners | 106 | 102 | 110 | 106 | 102 | 110 |
Avg Bars in Losers | 240 | 225 | 254 | 240 | 225 | 254 |
Bars Traded | 24454 | 11511 | 12943 | 24454 | 11511 | 12943 |
Profit Streak | 2.9297 | 10.6797 | 2.9297 | 2.9297 | 10.6797 | 2.9297 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335437 | -2658 | -4028 | 316256 | -1571 | -9616 |
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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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