Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102758.1413 | 60482.0116 | 42276.1297 | 135634.9978 | 85935.3636 | 49699.6342 |
Total P&L (%) | 102.7581 | 60.482 | 42.2761 | 135.635 | 85.9354 | 49.6996 |
Avg Daily Profit (%) | 0.3946 | 0.2322 | 0.1623 | 0.3297 | 0.2384 | 0.155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35060 | -24302 | -18273 | -32602 | -28247 | -27473 |
Profit Factor | 1.4621 | 1.5049 | 1.4122 | 1.4229 | 1.5132 | 1.3242 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Losing Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Profitability (%) | 65.7609 | 68.4783 | 63.0435 | 65.7609 | 68.4783 | 63.0435 |
Ratio Avg Win / Avg Loss | 0.7613 | 0.6927 | 0.8278 | 0.7408 | 0.6966 | 0.7763 |
Largest Winning Trade | 12251 | 12251 | 7978 | 17348 | 17348 | 13776 |
Largest Losing Trade | -18890 | -18890 | -10405 | -21803 | -17613 | -21803 |
Avg Bars in Trades | 134 | 130 | 138 | 134 | 130 | 138 |
Avg Bars in Winners | 100 | 102 | 97 | 100 | 102 | 97 |
Avg Bars in Losers | 200 | 190 | 208 | 200 | 190 | 208 |
Bars Traded | 24722 | 11995 | 12728 | 24722 | 11995 | 12728 |
Profit Streak | 1.0556 | 0 | 1.8056 | 1.0556 | 0 | 1.8056 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266197 | 284423 | 86344 | 237591 | 311012 | 88502 |
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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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