Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78595.0898 | 36144.6099 | 42450.4799 | 99076.076 | 33723.4565 | 65352.6195 |
Total P&L (%) | 78.5951 | 36.1446 | 42.4505 | 99.0761 | 33.7235 | 65.3526 |
Avg Daily Profit (%) | 0.1712 | 0.0787 | 0.0925 | 0.1501 | 0.0633 | 0.1096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21744 | -16681 | -21744 | -30466 | -29844 | -30466 |
Profit Factor | 1.5508 | 1.5442 | 1.5565 | 1.5101 | 1.348 | 1.6714 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 253 | 128 | 125 | 253 | 128 | 125 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 80.0633 | 81.0127 | 79.1139 | 80.0633 | 81.0127 | 79.1139 |
Ratio Avg Win / Avg Loss | 0.3862 | 0.3619 | 0.4109 | 0.376 | 0.3159 | 0.4412 |
Largest Winning Trade | 10667 | 4021 | 10667 | 21199 | 4930 | 21199 |
Largest Losing Trade | -21744 | -13569 | -21744 | -30466 | -29844 | -30466 |
Avg Bars in Trades | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 97 | 88 | 106 | 97 | 88 | 106 |
Bars Traded | 10472 | 4692 | 5781 | 10472 | 4692 | 5781 |
Profit Streak | 600.2797 | 0 | 609.6963 | 600.2797 | 0 | 609.6963 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456862 | -86156 | -66641 | 441410 | -108119 | -41692 |
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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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