Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76888.0369 | 37328.6297 | 39559.4072 | 93231.2236 | 32120.7066 | 61110.517 |
Total P&L (%) | 76.888 | 37.3286 | 39.5594 | 93.2312 | 32.1207 | 61.1105 |
Avg Daily Profit (%) | 0.1675 | 0.0813 | 0.0862 | 0.1436 | 0.0607 | 0.1039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25820 | -18375 | -21612 | -41832 | -41040 | -26816 |
Profit Factor | 1.3824 | 1.4067 | 1.3621 | 1.3418 | 1.2418 | 1.4368 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 195 | 96 | 99 | 195 | 96 | 99 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 66.1017 | 65.3061 | 66.8919 | 66.1017 | 65.3061 | 66.8919 |
Ratio Avg Win / Avg Loss | 0.7089 | 0.7473 | 0.6742 | 0.6881 | 0.6597 | 0.7112 |
Largest Winning Trade | 10721 | 5747 | 10721 | 22257 | 6126 | 22257 |
Largest Losing Trade | -21612 | -14987 | -21612 | -34450 | -34450 | -26816 |
Avg Bars in Trades | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 68 | 62 | 75 | 68 | 62 | 75 |
Bars Traded | 10919 | 5200 | 5719 | 10919 | 5200 | 5719 |
Profit Streak | 586.1794 | 0 | 589.2211 | 586.1794 | 0 | 589.2211 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349661 | -86726 | -79530 | 27622 | -115689 | -53713 |
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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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