Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75598.037 | 38540.7399 | 37057.2971 | 88636.6293 | 32079.4762 | 56557.153 |
Total P&L (%) | 75.598 | 38.5407 | 37.0573 | 88.6366 | 32.0795 | 56.5572 |
Avg Daily Profit (%) | 0.1647 | 0.084 | 0.0807 | 0.1383 | 0.0606 | 0.0977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27338 | -26871 | -20541 | -64489 | -63868 | -33652 |
Profit Factor | 1.4918 | 1.493 | 1.4905 | 1.3384 | 1.2205 | 1.4857 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 236 | 117 | 119 | 236 | 117 | 119 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 83.6879 | 82.9787 | 84.3972 | 83.6879 | 82.9787 | 84.3972 |
Ratio Avg Win / Avg Loss | 0.2908 | 0.3063 | 0.2756 | 0.2609 | 0.2504 | 0.2747 |
Largest Winning Trade | 6600 | 5591 | 6600 | 8185 | 7203 | 8185 |
Largest Losing Trade | -23976 | -23976 | -20541 | -56085 | -56085 | -33652 |
Avg Bars in Trades | 37 | 36 | 39 | 37 | 36 | 39 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 144 | 134 | 154 | 144 | 134 | 154 |
Bars Traded | 10692 | 5086 | 5606 | 10692 | 5086 | 5606 |
Profit Streak | 598.384 | 598.384 | 606.8007 | 598.384 | 598.384 | 606.8007 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475174 | -79531 | -83082 | -3410 | -112873 | -58899 |
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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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