Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72703.6511 | 37134.3641 | 35569.2869 | 86040.0973 | 29044.2988 | 56995.7984 |
Total P&L (%) | 72.7037 | 37.1344 | 35.5693 | 86.0401 | 29.0443 | 56.9958 |
Avg Daily Profit (%) | 0.1584 | 0.0809 | 0.0775 | 0.1353 | 0.0556 | 0.0983 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24072 | -23572 | -18414 | -54444 | -56601 | -26282 |
Profit Factor | 1.4695 | 1.471 | 1.4678 | 1.3453 | 1.208 | 1.5202 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 236 | 117 | 119 | 236 | 117 | 119 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 80.2721 | 79.5918 | 80.9524 | 80.2721 | 79.5918 | 80.9524 |
Ratio Avg Win / Avg Loss | 0.3611 | 0.3772 | 0.3454 | 0.3306 | 0.3098 | 0.3577 |
Largest Winning Trade | 6600 | 5379 | 6600 | 7016 | 6096 | 7016 |
Largest Losing Trade | -23286 | -23286 | -18153 | -54444 | -54444 | -25970 |
Avg Bars in Trades | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Winners | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Losers | 111 | 104 | 118 | 111 | 104 | 118 |
Bars Traded | 10695 | 5122 | 5573 | 10695 | 5122 | 5573 |
Profit Streak | 594.4294 | 0 | 607.3877 | 594.4294 | 0 | 607.3877 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431627 | -84784 | -87978 | -8418 | -120885 | -58149 |
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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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