Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80212.8853 | 47968.0394 | 32244.8459 | 110761.5359 | 58870.9111 | 51890.6247 |
Total P&L (%) | 80.2129 | 47.968 | 32.2448 | 110.7615 | 58.8709 | 51.8906 |
Avg Daily Profit (%) | 0.1747 | 0.1045 | 0.0702 | 0.1625 | 0.1009 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23641 | -11622 | -17145 | -33238 | -17036 | -23861 |
Profit Factor | 1.839 | 2.2213 | 1.5724 | 1.9212 | 2.1269 | 1.7631 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 184 | 93 | 91 | 184 | 93 | 91 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 84.4037 | 85.3211 | 83.4862 | 84.4037 | 85.3211 | 83.4862 |
Ratio Avg Win / Avg Loss | 0.3398 | 0.3822 | 0.311 | 0.355 | 0.3659 | 0.3488 |
Largest Winning Trade | 5304 | 3948 | 5304 | 10616 | 5685 | 10616 |
Largest Losing Trade | -17145 | -7251 | -17145 | -23600 | -9898 | -23600 |
Avg Bars in Trades | 47 | 44 | 51 | 47 | 44 | 51 |
Avg Bars in Winners | 19 | 15 | 22 | 19 | 15 | 22 |
Avg Bars in Losers | 203 | 212 | 195 | 203 | 212 | 195 |
Bars Traded | 10444 | 4882 | 5562 | 10444 | 4882 | 5562 |
Profit Streak | 627.237 | 636.9037 | 627.237 | 627.237 | 636.9037 | 627.237 |
Trades During Streak | 6 | 9 | 3 | 6 | 9 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520903 | -48191 | -97175 | 522861 | -52678 | -67184 |
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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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