Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78047.8054 | 44206.782 | 33841.0234 | 81317.6106 | 54230.2814 | 27087.3293 |
Total P&L (%) | 78.0478 | 44.2068 | 33.841 | 81.3176 | 54.2303 | 27.0873 |
Avg Daily Profit (%) | 0.8991 | 0.5092 | 0.3898 | 0.6879 | 0.5004 | 0.2765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41322 | -12218 | -33655 | -36676 | -10541 | -29679 |
Profit Factor | 1.4895 | 1.7915 | 1.3267 | 1.5701 | 2.1012 | 1.29 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 54.1899 | 55.0562 | 53.3333 | 54.1899 | 55.0562 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2592 | 1.4624 | 1.1609 | 1.3273 | 1.7153 | 1.1288 |
Largest Winning Trade | 39883 | 37702 | 39883 | 48889 | 48889 | 36971 |
Largest Losing Trade | -9587 | -5908 | -9587 | -8875 | -4873 | -8875 |
Avg Bars in Trades | 137 | 133 | 141 | 137 | 133 | 141 |
Avg Bars in Winners | 127 | 130 | 125 | 127 | 130 | 125 |
Avg Bars in Losers | 148 | 137 | 159 | 148 | 137 | 159 |
Bars Traded | 24580 | 11874 | 12706 | 24580 | 11874 | 12706 |
Profit Streak | 0.6718 | 0.6718 | 5.1787 | 0.6718 | 0.6718 | 5.1787 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398518 | 209269 | 237869 | 378639 | 306745 | 173321 |
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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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