Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73460.6931 | 33745.323 | 39715.3701 | 88613.5795 | 28156.6388 | 60456.9407 |
Total P&L (%) | 73.4607 | 33.7453 | 39.7154 | 88.6136 | 28.1566 | 60.4569 |
Avg Daily Profit (%) | 0.16 | 0.0735 | 0.0865 | 0.1383 | 0.0541 | 0.1031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22422 | -17337 | -21655 | -30510 | -30510 | -26040 |
Profit Factor | 1.5162 | 1.4707 | 1.5624 | 1.5003 | 1.2904 | 1.7541 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 238 | 120 | 118 | 238 | 120 | 118 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 73.913 | 74.5342 | 73.2919 | 73.913 | 74.5342 | 73.2919 |
Ratio Avg Win / Avg Loss | 0.5351 | 0.5025 | 0.5693 | 0.5295 | 0.4409 | 0.6392 |
Largest Winning Trade | 10889 | 10889 | 10667 | 20451 | 11482 | 20451 |
Largest Losing Trade | -21655 | -14379 | -21655 | -30510 | -30510 | -26040 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 67 | 69 | 64 | 67 | 69 | 64 |
Bars Traded | 10473 | 5266 | 5207 | 10473 | 5266 | 5207 |
Profit Streak | 603.1204 | 0 | 612.7038 | 603.1204 | 0 | 612.7038 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418309 | -95412 | -75809 | -4145 | -122947 | -51613 |
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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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