Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96923.1325 | 49553.4859 | 47369.6466 | 139712.5957 | 55152.578 | 84560.0177 |
Total P&L (%) | 96.9231 | 49.5535 | 47.3696 | 139.7126 | 55.1526 | 84.56 |
Avg Daily Profit (%) | 0.2111 | 0.1079 | 0.1032 | 0.1906 | 0.0957 | 0.1336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26078 | -13569 | -20975 | -44620 | -36815 | -35537 |
Profit Factor | 1.7626 | 1.832 | 1.7014 | 1.6578 | 1.4987 | 1.8306 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 166 | 84 | 82 | 166 | 84 | 82 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 77.5701 | 78.5047 | 76.6355 | 77.5701 | 78.5047 | 76.6355 |
Ratio Avg Win / Avg Loss | 0.5097 | 0.5016 | 0.5187 | 0.4794 | 0.4104 | 0.5581 |
Largest Winning Trade | 11042 | 5569 | 11042 | 26980 | 7441 | 26980 |
Largest Losing Trade | -20975 | -13569 | -20975 | -36815 | -36815 | -35537 |
Avg Bars in Trades | 49 | 47 | 52 | 49 | 47 | 52 |
Avg Bars in Winners | 28 | 25 | 30 | 28 | 25 | 30 |
Avg Bars in Losers | 124 | 125 | 124 | 124 | 125 | 124 |
Bars Traded | 10658 | 5045 | 5613 | 10658 | 5045 | 5613 |
Profit Streak | 593.9883 | 0 | 601.9883 | 593.9883 | 0 | 601.9883 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460549 | -46621 | -52693 | 446961 | -63593 | -10357 |
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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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