Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70812.9728 | 38776.7239 | 32036.2489 | 91647.1285 | 48401.6923 | 43245.4362 |
Total P&L (%) | 70.813 | 38.7767 | 32.0362 | 91.6471 | 48.4017 | 43.2454 |
Avg Daily Profit (%) | 0.1543 | 0.0845 | 0.0698 | 0.1418 | 0.086 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23386 | -10747 | -17473 | -38416 | -17948 | -28195 |
Profit Factor | 1.8032 | 2.0334 | 1.6326 | 1.6921 | 1.8382 | 1.5792 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 146 | 72 | 74 | 146 | 72 | 74 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 83.908 | 82.7586 | 85.0575 | 83.908 | 82.7586 | 85.0575 |
Ratio Avg Win / Avg Loss | 0.3458 | 0.4236 | 0.2868 | 0.3245 | 0.3829 | 0.2774 |
Largest Winning Trade | 5742 | 5742 | 5725 | 10378 | 5218 | 10378 |
Largest Losing Trade | -17473 | -9478 | -17473 | -28195 | -17463 | -28195 |
Avg Bars in Trades | 57 | 57 | 57 | 57 | 57 | 57 |
Avg Bars in Winners | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Losers | 219 | 222 | 215 | 219 | 222 | 215 |
Bars Traded | 10004 | 5038 | 4966 | 10004 | 5038 | 4966 |
Profit Streak | 627.5859 | 636.2109 | 627.5859 | 627.5859 | 636.2109 | 627.5859 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500934 | -76731 | -97847 | 98026 | -74174 | -85666 |
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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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