Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105562.5189 | 53768.1294 | 51794.3895 | 154536.4148 | 57660.4323 | 96875.9825 |
Total P&L (%) | 105.5625 | 53.7681 | 51.7944 | 154.5364 | 57.6604 | 96.876 |
Avg Daily Profit (%) | 0.2299 | 0.1171 | 0.1128 | 0.2037 | 0.0992 | 0.1477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27082 | -23836 | -19242 | -87283 | -76283 | -37413 |
Profit Factor | 1.8256 | 1.8341 | 1.8168 | 1.6049 | 1.4005 | 1.8686 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 70.4403 | 69.6203 | 71.25 | 70.4403 | 69.6203 | 71.25 |
Ratio Avg Win / Avg Loss | 0.7661 | 0.8003 | 0.7331 | 0.6735 | 0.6111 | 0.754 |
Largest Winning Trade | 9916 | 9916 | 9492 | 26331 | 14131 | 26331 |
Largest Losing Trade | -23836 | -23836 | -19242 | -76283 | -76283 | -37413 |
Avg Bars in Trades | 67 | 67 | 68 | 67 | 67 | 68 |
Avg Bars in Winners | 51 | 48 | 55 | 51 | 48 | 55 |
Avg Bars in Losers | 106 | 109 | 102 | 106 | 109 | 102 |
Bars Traded | 10798 | 5295 | 5503 | 10798 | 5295 | 5503 |
Profit Streak | 599.915 | 0 | 611.9567 | 599.915 | 0 | 611.9567 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427105 | -61926 | -59154 | 403702 | -87205 | -11381 |
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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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