Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93197.5979 | 60712.7906 | 32484.8073 | 137334.316 | 84772.2393 | 52562.0767 |
Total P&L (%) | 93.1976 | 60.7128 | 32.4848 | 137.3343 | 84.7722 | 52.5621 |
Avg Daily Profit (%) | 0.203 | 0.1322 | 0.0708 | 0.1884 | 0.1338 | 0.0921 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24306 | -13222 | -18024 | -33115 | -16849 | -23993 |
Profit Factor | 1.8244 | 2.1444 | 1.5414 | 1.9382 | 2.1995 | 1.6942 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 214 | 109 | 105 | 214 | 109 | 105 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 84.9206 | 86.5079 | 83.3333 | 84.9206 | 86.5079 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.324 | 0.3345 | 0.3083 | 0.3442 | 0.343 | 0.3388 |
Largest Winning Trade | 4892 | 4658 | 4892 | 6677 | 6667 | 6677 |
Largest Losing Trade | -18024 | -8259 | -18024 | -23993 | -14117 | -23993 |
Avg Bars in Trades | 41 | 51 | 31 | 41 | 51 | 31 |
Avg Bars in Winners | 18 | 23 | 12 | 18 | 23 | 12 |
Avg Bars in Losers | 170 | 226 | 126 | 170 | 226 | 126 |
Bars Traded | 10443 | 6445 | 3998 | 10443 | 6445 | 3998 |
Profit Streak | 614.6902 | 623.7319 | 614.6902 | 614.6902 | 623.7319 | 614.6902 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536806 | -10334 | -96339 | 530229 | -7785 | -65960 |
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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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