Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76882.1905 | 39678.861 | 37203.3296 | 92875.7309 | 29719.7619 | 63155.9691 |
Total P&L (%) | 76.8822 | 39.6789 | 37.2033 | 92.8757 | 29.7198 | 63.156 |
Avg Daily Profit (%) | 0.1675 | 0.0864 | 0.081 | 0.1432 | 0.0567 | 0.1067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26007 | -26007 | -18414 | -67707 | -67707 | -29805 |
Profit Factor | 1.5248 | 1.5227 | 1.527 | 1.3612 | 1.1983 | 1.5887 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 81.2977 | 80.916 | 81.6794 | 81.2977 | 80.916 | 81.6794 |
Ratio Avg Win / Avg Loss | 0.3508 | 0.3591 | 0.3425 | 0.3131 | 0.2826 | 0.3564 |
Largest Winning Trade | 6292 | 5521 | 6292 | 7160 | 6678 | 7160 |
Largest Losing Trade | -26007 | -26007 | -18153 | -67707 | -67707 | -29452 |
Avg Bars in Trades | 40 | 39 | 42 | 40 | 39 | 42 |
Avg Bars in Winners | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Losers | 128 | 122 | 135 | 128 | 122 | 135 |
Bars Traded | 10694 | 5125 | 5569 | 10694 | 5125 | 5569 |
Profit Streak | 604.0277 | 0 | 613.111 | 604.0277 | 0 | 613.111 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444176 | -76753 | -82696 | 75822 | -121144 | -46101 |
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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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