Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78100.8691 | 41139.3175 | 36961.5516 | 100045.1201 | 40053.2136 | 59991.9065 |
Total P&L (%) | 78.1009 | 41.1393 | 36.9616 | 100.0451 | 40.0532 | 59.9919 |
Avg Daily Profit (%) | 0.1701 | 0.0896 | 0.0805 | 0.1511 | 0.0734 | 0.1024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21923 | -12354 | -17643 | -34037 | -27802 | -27034 |
Profit Factor | 1.6421 | 1.7236 | 1.5705 | 1.5488 | 1.4252 | 1.681 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 79.5699 | 79.5699 | 79.5699 | 79.5699 | 79.5699 | 79.5699 |
Ratio Avg Win / Avg Loss | 0.4216 | 0.4425 | 0.4032 | 0.3977 | 0.3659 | 0.4316 |
Largest Winning Trade | 10667 | 5226 | 10667 | 21692 | 6297 | 21692 |
Largest Losing Trade | -17643 | -12354 | -17643 | -27802 | -27802 | -27034 |
Avg Bars in Trades | 57 | 53 | 60 | 57 | 53 | 60 |
Avg Bars in Winners | 30 | 25 | 35 | 30 | 25 | 35 |
Avg Bars in Losers | 160 | 162 | 158 | 160 | 162 | 158 |
Bars Traded | 10653 | 5013 | 5640 | 10653 | 5013 | 5640 |
Profit Streak | 604.6507 | 0 | 612.8173 | 604.6507 | 0 | 612.8173 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443627 | -71913 | -83880 | 423599 | -94932 | -52506 |
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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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