Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51659.1501 | 24527.2422 | 27131.908 | 59272.4444 | 28777.5041 | 30494.9404 |
Total P&L (%) | 51.6592 | 24.5272 | 27.1319 | 59.2724 | 28.7775 | 30.4949 |
Avg Daily Profit (%) | 0.6683 | 0.3173 | 0.351 | 0.6039 | 0.3277 | 0.3449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19206 | -10329 | -17647 | -25082 | -13838 | -18966 |
Profit Factor | 1.3365 | 1.3188 | 1.3543 | 1.2971 | 1.2879 | 1.3064 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Losing Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Profitability (%) | 54.4715 | 50.4065 | 58.5366 | 54.4715 | 50.4065 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.1171 | 1.2975 | 0.9593 | 1.0842 | 1.2671 | 0.9253 |
Largest Winning Trade | 7795 | 7795 | 6290 | 11030 | 11030 | 7591 |
Largest Losing Trade | -6802 | -4888 | -6802 | -10855 | -7728 | -10855 |
Avg Bars in Trades | 88 | 81 | 96 | 88 | 81 | 96 |
Avg Bars in Winners | 94 | 90 | 97 | 94 | 90 | 97 |
Avg Bars in Losers | 82 | 71 | 95 | 82 | 71 | 95 |
Bars Traded | 21888 | 10005 | 11883 | 21888 | 10005 | 11883 |
Profit Streak | 23.4736 | 23.5187 | 23.4736 | 23.4736 | 23.5187 | 23.4736 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441130 | 165041 | 169334 | 430930 | 174881 | 167670 |
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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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