Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79264.2637 | 39323.1828 | 39941.0809 | 93613.5906 | 33863.6185 | 59749.9721 |
Total P&L (%) | 79.2643 | 39.3232 | 39.9411 | 93.6136 | 33.8636 | 59.75 |
Avg Daily Profit (%) | 0.1727 | 0.0857 | 0.087 | 0.144 | 0.0636 | 0.1021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28792 | -23119 | -21966 | -69121 | -54853 | -40773 |
Profit Factor | 1.6669 | 1.7144 | 1.6258 | 1.4525 | 1.3219 | 1.5876 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 74.5098 | 70.5882 | 78.4314 | 74.5098 | 70.5882 | 78.4314 |
Ratio Avg Win / Avg Loss | 0.5702 | 0.7144 | 0.4471 | 0.4969 | 0.5508 | 0.4366 |
Largest Winning Trade | 8468 | 8358 | 8468 | 16840 | 14132 | 16840 |
Largest Losing Trade | -23119 | -23119 | -21139 | -54853 | -54853 | -38583 |
Avg Bars in Trades | 104 | 100 | 109 | 104 | 100 | 109 |
Avg Bars in Winners | 71 | 71 | 70 | 71 | 71 | 70 |
Avg Bars in Losers | 202 | 168 | 248 | 202 | 168 | 248 |
Bars Traded | 10679 | 5117 | 5562 | 10679 | 5117 | 5562 |
Profit Streak | 604.4037 | 0 | 612.8621 | 604.4037 | 0 | 612.8621 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407227 | -258560 | -255282 | 76171 | -290440 | -233744 |
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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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