Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117326.9224 | 25811.0295 | 91515.8929 | 175335.1875 | 41557.3311 | 133777.8564 |
Total P&L (%) | 117.3269 | 25.811 | 91.5159 | 175.3352 | 41.5573 | 133.7779 |
Avg Daily Profit (%) | 0.4505 | 0.0991 | 0.3514 | 0.3897 | 0.1335 | 0.3266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32472 | -31766 | -11574 | -35279 | -34696 | -19932 |
Profit Factor | 1.6903 | 1.2225 | 2.6965 | 1.6192 | 1.2244 | 2.3654 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 68.8889 | 65.6716 | 72.0588 | 68.8889 | 65.6716 | 72.0588 |
Ratio Avg Win / Avg Loss | 0.7634 | 0.639 | 1.0456 | 0.7312 | 0.64 | 0.9172 |
Largest Winning Trade | 8716 | 8716 | 7613 | 15805 | 15805 | 13293 |
Largest Losing Trade | -28876 | -28876 | -9539 | -33092 | -33092 | -19617 |
Avg Bars in Trades | 183 | 190 | 176 | 183 | 190 | 176 |
Avg Bars in Winners | 106 | 98 | 114 | 106 | 98 | 114 |
Avg Bars in Losers | 353 | 367 | 336 | 353 | 367 | 336 |
Bars Traded | 24776 | 12775 | 12001 | 24776 | 12775 | 12001 |
Profit Streak | 4.7507 | 12.2819 | 4.7507 | 4.7507 | 12.2819 | 4.7507 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469225 | -180636 | -93819 | 445557 | -133320 | -96336 |
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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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