Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73119.4822 | 35670.5651 | 37448.9171 | 88745.8133 | 31001.9518 | 57743.8614 |
Total P&L (%) | 73.1195 | 35.6706 | 37.4489 | 88.7458 | 31.002 | 57.7439 |
Avg Daily Profit (%) | 0.1593 | 0.0777 | 0.0816 | 0.1385 | 0.0588 | 0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22747 | -17090 | -20410 | -38650 | -36691 | -29216 |
Profit Factor | 1.489 | 1.5668 | 1.4324 | 1.4156 | 1.3073 | 1.5127 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 217 | 105 | 112 | 217 | 105 | 112 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 72.8188 | 70.4698 | 75.1678 | 72.8188 | 70.4698 | 75.1678 |
Ratio Avg Win / Avg Loss | 0.5558 | 0.6566 | 0.4732 | 0.5284 | 0.5478 | 0.4997 |
Largest Winning Trade | 6539 | 4885 | 6539 | 8339 | 6371 | 8339 |
Largest Losing Trade | -20410 | -16810 | -20410 | -36195 | -36195 | -29216 |
Avg Bars in Trades | 36 | 23 | 48 | 36 | 23 | 48 |
Avg Bars in Winners | 18 | 13 | 23 | 18 | 13 | 23 |
Avg Bars in Losers | 83 | 48 | 126 | 83 | 48 | 126 |
Bars Traded | 10757 | 3511 | 7246 | 10757 | 3511 | 7246 |
Profit Streak | 590.7772 | 590.7772 | 593.2772 | 590.7772 | 590.7772 | 593.2772 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429489 | -88897 | -83592 | -3975 | -116323 | -57788 |
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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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