Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106038.73 | 53728.2272 | 52310.5028 | 163028.1052 | 64688.7435 | 98339.3617 |
Total P&L (%) | 106.0387 | 53.7282 | 52.3105 | 163.0281 | 64.6887 | 98.3394 |
Avg Daily Profit (%) | 0.231 | 0.117 | 0.1139 | 0.2109 | 0.1087 | 0.1493 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25086 | -13569 | -20483 | -42728 | -37120 | -34606 |
Profit Factor | 1.8383 | 1.8737 | 1.8047 | 1.759 | 1.5558 | 1.9992 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 162 | 79 | 83 | 162 | 79 | 83 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 77.512 | 75.9615 | 79.0476 | 77.512 | 75.9615 | 79.0476 |
Ratio Avg Win / Avg Loss | 0.5333 | 0.593 | 0.4784 | 0.5103 | 0.4923 | 0.5299 |
Largest Winning Trade | 10721 | 5834 | 10721 | 26488 | 7880 | 26488 |
Largest Losing Trade | -20483 | -13569 | -20483 | -37120 | -37120 | -34606 |
Avg Bars in Trades | 51 | 48 | 54 | 51 | 48 | 54 |
Avg Bars in Winners | 29 | 25 | 32 | 29 | 25 | 32 |
Avg Bars in Losers | 129 | 123 | 137 | 129 | 123 | 137 |
Bars Traded | 10805 | 5084 | 5721 | 10805 | 5084 | 5721 |
Profit Streak | 590.5447 | 590.5447 | 598.628 | 590.5447 | 590.5447 | 598.628 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498908 | -33505 | -37058 | 487212 | -44646 | 417947 |
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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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