Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68734.4939 | 36624.2205 | 32110.2734 | 71250.8792 | 27670.7687 | 43580.1105 |
Total P&L (%) | 68.7345 | 36.6242 | 32.1103 | 71.2509 | 27.6708 | 43.5801 |
Avg Daily Profit (%) | 0.1497 | 0.0798 | 0.0699 | 0.1173 | 0.0532 | 0.0788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31823 | -28404 | -23300 | -68566 | -63527 | -38621 |
Profit Factor | 1.4379 | 1.494 | 1.3877 | 1.3012 | 1.2279 | 1.3785 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 68.617 | 68.0851 | 69.1489 | 68.617 | 68.0851 | 69.1489 |
Ratio Avg Win / Avg Loss | 0.6576 | 0.7003 | 0.6191 | 0.5951 | 0.5756 | 0.615 |
Largest Winning Trade | 9263 | 6477 | 9263 | 13573 | 9195 | 13573 |
Largest Losing Trade | -28404 | -28404 | -22704 | -63527 | -63527 | -38437 |
Avg Bars in Trades | 56 | 55 | 58 | 56 | 55 | 58 |
Avg Bars in Winners | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Losers | 104 | 97 | 112 | 104 | 97 | 112 |
Bars Traded | 10696 | 5170 | 5526 | 10696 | 5170 | 5526 |
Profit Streak | 594.0168 | 594.0168 | 599.3918 | 594.0168 | 594.0168 | 599.3918 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358739 | -87219 | -100866 | -34080 | -125042 | -88064 |
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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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