Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139017.4376 | 98479.9425 | 40537.4951 | 186497.9781 | 179539.5145 | 6958.4636 |
Total P&L (%) | 139.0174 | 98.4799 | 40.5375 | 186.498 | 179.5395 | 6.9585 |
Avg Daily Profit (%) | 0.5338 | 0.3782 | 0.1557 | 0.405 | 0.3955 | 0.0258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38580 | -20118 | -43524 | -144337 | -54873 | -151449 |
Profit Factor | 1.435 | 1.6583 | 1.2385 | 1.2193 | 1.4753 | 1.0147 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 67.3913 | 68.4783 | 66.3043 | 67.3913 | 68.4783 | 66.3043 |
Ratio Avg Win / Avg Loss | 0.6943 | 0.7633 | 0.6294 | 0.59 | 0.6791 | 0.5157 |
Largest Winning Trade | 12127 | 11134 | 12127 | 24235 | 23334 | 24235 |
Largest Losing Trade | -31013 | -14657 | -31013 | -103364 | -40288 | -103364 |
Avg Bars in Trades | 133 | 129 | 137 | 133 | 129 | 137 |
Avg Bars in Winners | 88 | 74 | 102 | 88 | 74 | 102 |
Avg Bars in Losers | 225 | 247 | 204 | 225 | 247 | 204 |
Bars Traded | 24506 | 11896 | 12610 | 24506 | 11896 | 12610 |
Profit Streak | 5.8799 | 5.8799 | 7.3278 | 5.8799 | 5.8799 | 7.3278 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472597 | 402316 | 177911 | 385499 | 376184 | -528311 |
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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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