Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102926.6103 | 74075.6434 | 28850.9669 | 69585.3968 | 69748.3758 | -162.979 |
Total P&L (%) | 102.9266 | 74.0756 | 28.851 | 69.5854 | 69.7484 | -0.163 |
Avg Daily Profit (%) | 1.1857 | 0.8533 | 0.3323 | 0.6103 | 0.6114 | -0.0019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49691 | -39632 | -57349 | -55234 | -29981 | -51554 |
Profit Factor | 1.2879 | 1.4101 | 1.1631 | 1.2355 | 1.4904 | 0.9989 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 136 | 63 | 73 | 136 | 63 | 73 |
Losing Trades | 148 | 79 | 69 | 148 | 79 | 69 |
Profitability (%) | 47.8873 | 44.3662 | 51.4085 | 47.8873 | 44.3662 | 51.4085 |
Ratio Avg Win / Avg Loss | 1.4016 | 1.7682 | 1.0994 | 1.3445 | 1.8689 | 0.9442 |
Largest Winning Trade | 56916 | 56294 | 56916 | 49302 | 49302 | 31766 |
Largest Losing Trade | -17440 | -12025 | -17440 | -19483 | -12001 | -19483 |
Avg Bars in Trades | 87 | 93 | 81 | 87 | 93 | 81 |
Avg Bars in Winners | 91 | 98 | 85 | 91 | 98 | 85 |
Avg Bars in Losers | 83 | 88 | 76 | 83 | 88 | 76 |
Bars Traded | 24735 | 13227 | 11508 | 24735 | 13227 | 11508 |
Profit Streak | 0.8667 | 1.3077 | 0.8667 | 0.8667 | 1.3077 | 0.8667 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327211 | 289952 | -40562 | 244261 | 247328 | -585812 |
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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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