Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85618.4783 | 15749.7805 | 69868.6978 | 97178.5919 | 10754.5804 | 86424.0115 |
Total P&L (%) | 85.6185 | 15.7498 | 69.8687 | 97.1786 | 10.7546 | 86.424 |
Avg Daily Profit (%) | 0.3288 | 0.0605 | 0.2683 | 0.2611 | 0.0392 | 0.2395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28344 | -22486 | -23705 | -57062 | -40797 | -45700 |
Profit Factor | 1.3525 | 1.1131 | 1.6739 | 1.2314 | 1.0459 | 1.4656 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 67.8363 | 64.7059 | 70.9302 | 67.8363 | 64.7059 | 70.9302 |
Ratio Avg Win / Avg Loss | 0.6413 | 0.6072 | 0.686 | 0.5839 | 0.5705 | 0.6007 |
Largest Winning Trade | 13353 | 13353 | 9899 | 18109 | 17418 | 18109 |
Largest Losing Trade | -18080 | -16334 | -18080 | -36609 | -25857 | -36609 |
Avg Bars in Trades | 142 | 150 | 134 | 142 | 150 | 134 |
Avg Bars in Winners | 80 | 83 | 78 | 80 | 83 | 78 |
Avg Bars in Losers | 273 | 273 | 272 | 273 | 273 | 272 |
Bars Traded | 24406 | 12824 | 11581 | 24406 | 12824 | 11581 |
Profit Streak | 11.193 | 11.193 | 13.8076 | 11.193 | 11.193 | 13.8076 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394454 | -217634 | 411128 | 346976 | -452513 | 367869 |
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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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