Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84589.896 | 42792.958 | 41796.938 | 107938.9428 | 50030.5754 | 57908.3674 |
Total P&L (%) | 84.5899 | 42.793 | 41.7969 | 107.9389 | 50.0306 | 57.9084 |
Avg Daily Profit (%) | 0.1843 | 0.0932 | 0.091 | 0.1596 | 0.0884 | 0.0996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21939 | -11088 | -22266 | -27046 | -17348 | -25611 |
Profit Factor | 1.6685 | 1.7551 | 1.5983 | 1.7033 | 1.6995 | 1.7066 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 67.7419 | 62.3377 | 73.0769 | 67.7419 | 62.3377 | 73.0769 |
Ratio Avg Win / Avg Loss | 0.7945 | 1.0604 | 0.5888 | 0.8111 | 1.0268 | 0.6287 |
Largest Winning Trade | 21133 | 12071 | 21133 | 29400 | 20342 | 29400 |
Largest Losing Trade | -20513 | -11088 | -20513 | -25611 | -17348 | -25611 |
Avg Bars in Trades | 69 | 66 | 73 | 69 | 66 | 73 |
Avg Bars in Winners | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Losers | 111 | 99 | 127 | 111 | 99 | 127 |
Bars Traded | 10809 | 5116 | 5694 | 10809 | 5116 | 5694 |
Profit Streak | 598.327 | 598.327 | 608.9936 | 598.327 | 598.327 | 608.9936 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415796 | -108539 | -103823 | 410623 | -114417 | -90993 |
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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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