Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89676.632 | 47803.5717 | 41873.0603 | 119822.1031 | 45674.0151 | 74148.0881 |
Total P&L (%) | 89.6766 | 47.8036 | 41.8731 | 119.8221 | 45.674 | 74.1481 |
Avg Daily Profit (%) | 0.1953 | 0.1041 | 0.0912 | 0.1717 | 0.082 | 0.1209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26277 | -23332 | -19736 | -73003 | -64497 | -34508 |
Profit Factor | 1.5597 | 1.6082 | 1.513 | 1.4081 | 1.2919 | 1.5406 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 71.1538 | 70.8791 | 71.4286 | 71.1538 | 70.8791 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.6323 | 0.6607 | 0.6052 | 0.5708 | 0.5308 | 0.6162 |
Largest Winning Trade | 6292 | 5874 | 6292 | 14136 | 7729 | 14136 |
Largest Losing Trade | -23332 | -23332 | -19543 | -64497 | -64497 | -34215 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 60 | 56 | 65 | 60 | 56 | 65 |
Bars Traded | 10832 | 5208 | 5624 | 10832 | 5208 | 5624 |
Profit Streak | 602.927 | 0 | 610.7186 | 602.927 | 0 | 610.7186 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443766 | -52612 | -70159 | 403138 | -84232 | -28338 |
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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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