Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76079.3091 | 39835.7823 | 36243.5269 | 88089.664 | 31975.2594 | 56114.4045 |
Total P&L (%) | 76.0793 | 39.8358 | 36.2435 | 88.0897 | 31.9753 | 56.1144 |
Avg Daily Profit (%) | 0.1657 | 0.0868 | 0.0789 | 0.1377 | 0.0605 | 0.0971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29285 | -25241 | -23546 | -64693 | -56085 | -25557 |
Profit Factor | 1.3644 | 1.395 | 1.3358 | 1.2987 | 1.2006 | 1.4142 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 278 | 140 | 138 | 278 | 140 | 138 |
Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Profitability (%) | 76.1644 | 76.9231 | 75.4098 | 76.1644 | 76.9231 | 75.4098 |
Ratio Avg Win / Avg Loss | 0.427 | 0.4185 | 0.4356 | 0.4064 | 0.3602 | 0.4612 |
Largest Winning Trade | 4444 | 4444 | 4084 | 7573 | 7573 | 6209 |
Largest Losing Trade | -25241 | -25241 | -21428 | -55104 | -55104 | -25557 |
Avg Bars in Trades | 29 | 28 | 31 | 29 | 28 | 31 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 76 | 72 | 79 | 76 | 72 | 79 |
Bars Traded | 10884 | 5167 | 5717 | 10884 | 5167 | 5717 |
Profit Streak | 588.8823 | 588.8823 | 591.924 | 588.8823 | 588.8823 | 591.924 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452264 | -76086 | -86919 | -4641 | -113344 | -60923 |
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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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