Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113863.4121 | 66259.1275 | 47604.2846 | 145290.5982 | 104821.1452 | 40469.453 |
Total P&L (%) | 113.8634 | 66.2591 | 47.6043 | 145.2906 | 104.8211 | 40.4695 |
Avg Daily Profit (%) | 0.8197 | 0.477 | 0.3427 | 0.648 | 0.5175 | 0.2449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38095 | -25849 | -36061 | -50095 | -23267 | -54897 |
Profit Factor | 1.5115 | 1.6501 | 1.3944 | 1.5046 | 1.9228 | 1.2321 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 65.6977 | 66.2791 | 65.1163 | 65.6977 | 66.2791 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.7892 | 0.8395 | 0.747 | 0.7856 | 0.9783 | 0.6601 |
Largest Winning Trade | 13391 | 13391 | 10624 | 17511 | 17511 | 15173 |
Largest Losing Trade | -29378 | -12889 | -29378 | -44441 | -11343 | -44441 |
Avg Bars in Trades | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Winners | 59 | 60 | 57 | 59 | 60 | 57 |
Avg Bars in Losers | 108 | 105 | 110 | 108 | 105 | 110 |
Bars Traded | 13080 | 6537 | 6543 | 13080 | 6537 | 6543 |
Profit Streak | 138.154 | 138.154 | 138.4144 | 138.154 | 138.154 | 138.4144 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542790 | 421923 | 279774 | 493906 | 462302 | 191162 |
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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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