Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71821.3583 | 38258.6714 | 33562.687 | 76550.3008 | 25620.0956 | 50930.2053 |
Total P&L (%) | 71.8214 | 38.2587 | 33.5627 | 76.5503 | 25.6201 | 50.9302 |
Avg Daily Profit (%) | 0.1564 | 0.0833 | 0.0731 | 0.1239 | 0.0497 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33791 | -29650 | -21903 | -79380 | -71742 | -32519 |
Profit Factor | 1.4003 | 1.3889 | 1.4142 | 1.2752 | 1.1543 | 1.4543 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 171 | 83 | 88 | 171 | 83 | 88 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 71.5481 | 69.7479 | 73.3333 | 71.5481 | 69.7479 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.5569 | 0.6024 | 0.5143 | 0.5071 | 0.5007 | 0.5288 |
Largest Winning Trade | 5794 | 5635 | 5794 | 8811 | 8764 | 8811 |
Largest Losing Trade | -29650 | -29650 | -20630 | -71742 | -71742 | -32519 |
Avg Bars in Trades | 45 | 39 | 50 | 45 | 39 | 50 |
Avg Bars in Winners | 30 | 24 | 36 | 30 | 24 | 36 |
Avg Bars in Losers | 81 | 73 | 89 | 81 | 73 | 89 |
Bars Traded | 10823 | 4705 | 6118 | 10823 | 4705 | 6118 |
Profit Streak | 596.644 | 597.1856 | 596.644 | 596.644 | 597.1856 | 596.644 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378597 | -82965 | -96121 | -25107 | -180362 | -72221 |
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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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