Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84772.9976 | 43775.4595 | 40997.538 | 108167.2817 | 51767.2371 | 56400.0447 |
Total P&L (%) | 84.773 | 43.7755 | 40.9975 | 108.1673 | 51.7672 | 56.4 |
Avg Daily Profit (%) | 0.1847 | 0.0954 | 0.0893 | 0.1598 | 0.0909 | 0.0975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22922 | -10980 | -22648 | -31222 | -18447 | -30849 |
Profit Factor | 1.6454 | 1.7667 | 1.5521 | 1.66 | 1.7068 | 1.6223 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 66.0377 | 64.557 | 67.5 | 66.0377 | 64.557 | 67.5 |
Ratio Avg Win / Avg Loss | 0.8462 | 0.9699 | 0.7473 | 0.8537 | 0.9371 | 0.7811 |
Largest Winning Trade | 20456 | 7289 | 20456 | 30592 | 11852 | 30592 |
Largest Losing Trade | -22648 | -10980 | -22648 | -30849 | -18447 | -30849 |
Avg Bars in Trades | 67 | 64 | 71 | 67 | 64 | 71 |
Avg Bars in Winners | 50 | 49 | 52 | 50 | 49 | 52 |
Avg Bars in Losers | 101 | 91 | 112 | 101 | 91 | 112 |
Bars Traded | 10806 | 5071 | 5736 | 10806 | 5071 | 5736 |
Profit Streak | 612.5914 | 612.5914 | 618.7164 | 612.5914 | 612.5914 | 618.7164 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408282 | -91580 | -92237 | 401662 | -96946 | -79786 |
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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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