Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79922.5901 | 40869.062 | 39053.5281 | 95174.382 | 36382.3342 | 58792.0478 |
Total P&L (%) | 79.9226 | 40.8691 | 39.0535 | 95.1744 | 36.3823 | 58.792 |
Avg Daily Profit (%) | 0.1741 | 0.089 | 0.0851 | 0.1458 | 0.0676 | 0.1008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30451 | -28976 | -18197 | -63869 | -61935 | -25867 |
Profit Factor | 1.4768 | 1.4533 | 1.5042 | 1.3628 | 1.2378 | 1.5379 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 226 | 111 | 115 | 226 | 111 | 115 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 68.9024 | 67.6829 | 70.122 | 68.9024 | 67.6829 | 70.122 |
Ratio Avg Win / Avg Loss | 0.6665 | 0.6939 | 0.6409 | 0.6151 | 0.591 | 0.6553 |
Largest Winning Trade | 7852 | 7852 | 6907 | 8784 | 8468 | 8784 |
Largest Losing Trade | -26456 | -26456 | -18197 | -55056 | -55056 | -25867 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Losers | 66 | 67 | 64 | 66 | 67 | 64 |
Bars Traded | 10702 | 5307 | 5395 | 10702 | 5307 | 5395 |
Profit Streak | 606.612 | 606.612 | 612.3203 | 606.612 | 606.612 | 612.3203 |
Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423275 | -73701 | -78492 | 187834 | -103965 | -55781 |
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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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