Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72392.5378 | 40081.2147 | 32311.3232 | 75005.5565 | 28888.3385 | 46117.218 |
Total P&L (%) | 72.3925 | 40.0812 | 32.3113 | 75.0056 | 28.8883 | 46.1172 |
Avg Daily Profit (%) | 0.1577 | 0.0873 | 0.0704 | 0.122 | 0.0553 | 0.0826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53129 | -40318 | -19835 | -97497 | -77750 | -25858 |
Profit Factor | 1.3134 | 1.3397 | 1.286 | 1.2294 | 1.1628 | 1.3083 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 151 | 81 | 70 | 151 | 81 | 70 |
Losing Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Profitability (%) | 66.2281 | 71.0526 | 61.4035 | 66.2281 | 71.0526 | 61.4035 |
Ratio Avg Win / Avg Loss | 0.6698 | 0.5458 | 0.8083 | 0.6269 | 0.4737 | 0.8223 |
Largest Winning Trade | 8983 | 8983 | 8160 | 11984 | 11984 | 11460 |
Largest Losing Trade | -30813 | -30813 | -14744 | -57640 | -57640 | -20341 |
Avg Bars in Trades | 46 | 43 | 50 | 46 | 43 | 50 |
Avg Bars in Winners | 33 | 33 | 32 | 33 | 33 | 32 |
Avg Bars in Losers | 74 | 68 | 78 | 74 | 68 | 78 |
Bars Traded | 10695 | 4939 | 5756 | 10695 | 4939 | 5756 |
Profit Streak | 614.2016 | 614.5349 | 614.2016 | 614.2016 | 614.5349 | 614.2016 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348229 | -76626 | -101741 | -28265 | -162065 | -84031 |
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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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