Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78176.1798 | 40497.676 | 37678.5039 | 94644.1576 | 34681.4312 | 59962.7264 |
Total P&L (%) | 78.1762 | 40.4977 | 37.6785 | 94.6442 | 34.6814 | 59.9627 |
Avg Daily Profit (%) | 0.1703 | 0.0882 | 0.0821 | 0.1452 | 0.0649 | 0.1024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26239 | -27946 | -18500 | -61019 | -65050 | -26264 |
Profit Factor | 1.512 | 1.5109 | 1.5131 | 1.3852 | 1.247 | 1.5692 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 227 | 112 | 115 | 227 | 112 | 115 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 78.8194 | 77.7778 | 79.8611 | 78.8194 | 77.7778 | 79.8611 |
Ratio Avg Win / Avg Loss | 0.4063 | 0.4317 | 0.3816 | 0.3722 | 0.3563 | 0.3957 |
Largest Winning Trade | 6922 | 6922 | 6600 | 12150 | 12150 | 6985 |
Largest Losing Trade | -26007 | -26007 | -18239 | -59258 | -59258 | -25954 |
Avg Bars in Trades | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 110 | 103 | 117 | 110 | 103 | 117 |
Bars Traded | 10694 | 5131 | 5563 | 10694 | 5131 | 5563 |
Profit Streak | 603.0207 | 603.0207 | 611.5624 | 603.0207 | 603.0207 | 611.5624 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465238 | -73758 | -81506 | 199691 | -107005 | -52327 |
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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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