Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56281.0047 | 27214.1018 | 29066.9029 | 64201.5087 | 31318.6598 | 32882.8489 |
Total P&L (%) | 56.281 | 27.2141 | 29.0669 | 64.2015 | 31.3187 | 32.8828 |
Avg Daily Profit (%) | 0.7281 | 0.3521 | 0.376 | 0.6436 | 0.3531 | 0.3685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28794 | -13000 | -18484 | -26224 | -11384 | -21474 |
Profit Factor | 1.381 | 1.3713 | 1.3906 | 1.4374 | 1.4285 | 1.4462 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 61.4525 | 61.7978 | 61.1111 | 61.4525 | 61.7978 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.8663 | 0.8477 | 0.8849 | 0.9016 | 0.8831 | 0.9203 |
Largest Winning Trade | 10744 | 10744 | 6824 | 12646 | 12646 | 7230 |
Largest Losing Trade | -8520 | -7394 | -8520 | -10711 | -6892 | -10711 |
Avg Bars in Trades | 122 | 115 | 130 | 122 | 115 | 130 |
Avg Bars in Winners | 104 | 95 | 112 | 104 | 95 | 112 |
Avg Bars in Losers | 152 | 147 | 158 | 152 | 147 | 158 |
Bars Traded | 22005 | 10266 | 11739 | 22005 | 10266 | 11739 |
Profit Streak | 15.7401 | 19.1463 | 15.7401 | 15.7401 | 19.1463 | 15.7401 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436268 | 200386 | 184416 | 441690 | 226415 | 206539 |
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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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