Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106157.3869 | 52774.9121 | 53382.4748 | 158503.4201 | 58339.1248 | 100164.2954 |
Total P&L (%) | 106.1574 | 52.7749 | 53.3825 | 158.5034 | 58.3391 | 100.1643 |
Avg Daily Profit (%) | 0.2312 | 0.115 | 0.1163 | 0.2071 | 0.1002 | 0.1513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27309 | -24128 | -21118 | -62802 | -70972 | -32574 |
Profit Factor | 1.6042 | 1.6267 | 1.5835 | 1.4888 | 1.3347 | 1.6678 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 230 | 116 | 114 | 230 | 116 | 114 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 76.412 | 77.3333 | 75.4967 | 76.412 | 77.3333 | 75.4967 |
Ratio Avg Win / Avg Loss | 0.4952 | 0.4768 | 0.5139 | 0.4596 | 0.3912 | 0.5413 |
Largest Winning Trade | 6292 | 4744 | 6292 | 11725 | 10951 | 11725 |
Largest Losing Trade | -21690 | -21690 | -21118 | -62455 | -62455 | -32574 |
Avg Bars in Trades | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Winners | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Losers | 88 | 87 | 90 | 88 | 87 | 90 |
Bars Traded | 10885 | 5175 | 5710 | 10885 | 5175 | 5710 |
Profit Streak | 598.8509 | 0 | 602.3509 | 598.8509 | 0 | 602.3509 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466675 | -36810 | -34614 | 434479 | -58125 | 421036 |
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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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