Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83902.5401 | 45383.4136 | 38519.1265 | 116444.0833 | 59216.8656 | 57227.2176 |
Total P&L (%) | 83.9025 | 45.3834 | 38.5191 | 116.4441 | 59.2169 | 57.2272 |
Avg Daily Profit (%) | 0.1828 | 0.0989 | 0.0839 | 0.1683 | 0.1014 | 0.0986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23031 | -12304 | -18662 | -35932 | -19310 | -28753 |
Profit Factor | 1.8872 | 2.1154 | 1.7149 | 1.8584 | 1.9918 | 1.7535 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 79.6296 | 81.4815 | 77.7778 | 79.6296 | 81.4815 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.4828 | 0.4808 | 0.49 | 0.4754 | 0.4527 | 0.501 |
Largest Winning Trade | 8404 | 4773 | 8404 | 16781 | 6388 | 16781 |
Largest Losing Trade | -18662 | -8254 | -18662 | -28753 | -11720 | -28753 |
Avg Bars in Trades | 61 | 59 | 64 | 61 | 59 | 64 |
Avg Bars in Winners | 32 | 29 | 35 | 32 | 29 | 35 |
Avg Bars in Losers | 177 | 193 | 163 | 177 | 193 | 163 |
Bars Traded | 10037 | 4843 | 5194 | 10037 | 4843 | 5194 |
Profit Streak | 614.199 | 633.199 | 614.199 | 614.199 | 633.199 | 614.199 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483811 | -68264 | -91075 | 477373 | -64416 | -69878 |
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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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