Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70704.6634 | 34733.6087 | 35971.0547 | 81589.7666 | 29668.9488 | 51920.8179 |
Total P&L (%) | 70.7047 | 34.7336 | 35.9711 | 81.5898 | 29.6689 | 51.9208 |
Avg Daily Profit (%) | 0.154 | 0.0757 | 0.0784 | 0.13 | 0.0566 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21968 | -16945 | -19391 | -38266 | -35909 | -28887 |
Profit Factor | 1.4541 | 1.4499 | 1.4581 | 1.3589 | 1.2514 | 1.4749 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 163 | 85 | 78 | 163 | 85 | 78 |
Losing Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Profitability (%) | 70.8696 | 73.913 | 67.8261 | 70.8696 | 73.913 | 67.8261 |
Ratio Avg Win / Avg Loss | 0.5977 | 0.5117 | 0.6917 | 0.5586 | 0.4417 | 0.6996 |
Largest Winning Trade | 11520 | 8181 | 11520 | 21890 | 9282 | 21890 |
Largest Losing Trade | -19391 | -16945 | -19391 | -35909 | -35909 | -28887 |
Avg Bars in Trades | 46 | 45 | 47 | 46 | 45 | 47 |
Avg Bars in Winners | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Losers | 85 | 91 | 81 | 85 | 91 | 81 |
Bars Traded | 10691 | 5231 | 5460 | 10691 | 5231 | 5460 |
Profit Streak | 602.0207 | 603.0207 | 602.0207 | 602.0207 | 603.0207 | 602.0207 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384807 | -92337 | -89648 | -16545 | -119397 | -71132 |
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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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