Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51896.6243 | 25168.2633 | 26728.3609 | 57917.5236 | 28379.9739 | 29537.5497 |
Total P&L (%) | 51.8966 | 25.1683 | 26.7284 | 57.9175 | 28.38 | 29.5376 |
Avg Daily Profit (%) | 0.6714 | 0.3256 | 0.3458 | 0.5928 | 0.3237 | 0.3354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26702 | -10814 | -22768 | -28990 | -13826 | -23561 |
Profit Factor | 1.3079 | 1.289 | 1.3281 | 1.2805 | 1.2639 | 1.2985 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 134 | 60 | 74 | 134 | 60 | 74 |
Losing Trades | 112 | 63 | 49 | 112 | 63 | 49 |
Profitability (%) | 54.4715 | 48.7805 | 60.1626 | 54.4715 | 48.7805 | 60.1626 |
Ratio Avg Win / Avg Loss | 1.0932 | 1.3534 | 0.8794 | 1.0702 | 1.3271 | 0.8598 |
Largest Winning Trade | 9097 | 9097 | 6403 | 12333 | 12333 | 7315 |
Largest Losing Trade | -9241 | -5572 | -9241 | -14470 | -7549 | -14470 |
Avg Bars in Trades | 88 | 83 | 94 | 88 | 83 | 94 |
Avg Bars in Winners | 95 | 94 | 96 | 95 | 94 | 96 |
Avg Bars in Losers | 80 | 72 | 91 | 80 | 72 | 91 |
Bars Traded | 21888 | 10258 | 11630 | 21888 | 10258 | 11630 |
Profit Streak | 27.8543 | 27.8786 | 27.8543 | 27.8543 | 27.8786 | 27.8543 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433447 | 142434 | 166740 | 417701 | 146616 | 166011 |
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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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