Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106651.6121 | 62816.6811 | 43834.931 | 141694.6986 | 85317.5299 | 56377.1687 |
Total P&L (%) | 106.6516 | 62.8167 | 43.8349 | 141.6947 | 85.3175 | 56.3772 |
Avg Daily Profit (%) | 0.4095 | 0.2412 | 0.1683 | 0.3395 | 0.2372 | 0.1718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33436 | -28893 | -21190 | -37443 | -36221 | -30954 |
Profit Factor | 1.4722 | 1.5508 | 1.392 | 1.459 | 1.583 | 1.3471 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 117 | 62 | 55 | 117 | 62 | 55 |
Losing Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Profitability (%) | 62.9032 | 66.6667 | 59.1398 | 62.9032 | 66.6667 | 59.1398 |
Ratio Avg Win / Avg Loss | 0.8682 | 0.7754 | 0.9617 | 0.8604 | 0.7915 | 0.9308 |
Largest Winning Trade | 11871 | 11871 | 7999 | 16509 | 16509 | 15027 |
Largest Losing Trade | -23283 | -23283 | -10228 | -25593 | -20794 | -25593 |
Avg Bars in Trades | 133 | 126 | 139 | 133 | 126 | 139 |
Avg Bars in Winners | 97 | 98 | 97 | 97 | 98 | 97 |
Avg Bars in Losers | 192 | 181 | 201 | 192 | 181 | 201 |
Bars Traded | 24739 | 11728 | 13011 | 24739 | 11728 | 13011 |
Profit Streak | 2.7341 | 2.7341 | 5.8904 | 2.7341 | 2.7341 | 5.8904 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331441 | 244203 | 198733 | 306973 | 267298 | 224984 |
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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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