Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76441.9081 | 32888.4049 | 43553.5032 | 70233.0519 | 39310.843 | 30922.2089 |
Total P&L (%) | 76.4419 | 32.8884 | 43.5535 | 70.2331 | 39.3108 | 30.9222 |
Avg Daily Profit (%) | 0.2935 | 0.1263 | 0.1672 | 0.2045 | 0.1274 | 0.1035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49757 | -26083 | -43150 | -98223 | -41315 | -80150 |
Profit Factor | 1.2807 | 1.2228 | 1.3491 | 1.166 | 1.183 | 1.1485 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 131 | 58 | 73 | 131 | 58 | 73 |
Losing Trades | 80 | 48 | 32 | 80 | 48 | 32 |
Profitability (%) | 62.0853 | 54.717 | 69.5238 | 62.0853 | 54.717 | 69.5238 |
Ratio Avg Win / Avg Loss | 0.7821 | 1.012 | 0.5914 | 0.7121 | 0.979 | 0.5035 |
Largest Winning Trade | 17261 | 17261 | 9564 | 25381 | 25381 | 11558 |
Largest Losing Trade | -30094 | -19710 | -30094 | -54975 | -19956 | -54975 |
Avg Bars in Trades | 117 | 119 | 115 | 117 | 119 | 115 |
Avg Bars in Winners | 90 | 85 | 94 | 90 | 85 | 94 |
Avg Bars in Losers | 161 | 161 | 162 | 161 | 161 | 162 |
Bars Traded | 24805 | 12697 | 12108 | 24805 | 12697 | 12108 |
Profit Streak | 6.2294 | 6.2294 | 6.8544 | 6.2294 | 6.2294 | 6.8544 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350112 | -27079 | 248942 | -28909 | -45553 | -113893 |
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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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