Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78275.5297 | 46350.8646 | 31924.6651 | 72436.3832 | 56919.3495 | 15517.0337 |
Total P&L (%) | 78.2755 | 46.3509 | 31.9247 | 72.4364 | 56.9193 | 15.517 |
Avg Daily Profit (%) | 0.5635 | 0.3337 | 0.2298 | 0.393 | 0.3249 | 0.1039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44467 | -30296 | -39782 | -46039 | -27480 | -54056 |
Profit Factor | 1.3667 | 1.5326 | 1.2525 | 1.2885 | 1.6115 | 1.0982 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 183 | 90 | 93 | 183 | 90 | 93 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 79.5652 | 78.2609 | 80.8696 | 79.5652 | 78.2609 | 80.8696 |
Ratio Avg Win / Avg Loss | 0.351 | 0.4257 | 0.2963 | 0.3309 | 0.4477 | 0.2598 |
Largest Winning Trade | 7833 | 7161 | 7833 | 12281 | 10334 | 12281 |
Largest Losing Trade | -30047 | -18143 | -30047 | -42540 | -15774 | -42540 |
Avg Bars in Trades | 56 | 55 | 57 | 56 | 55 | 57 |
Avg Bars in Winners | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Losers | 141 | 139 | 143 | 141 | 139 | 143 |
Bars Traded | 13029 | 6399 | 6630 | 13029 | 6399 | 6630 |
Profit Streak | 127.6204 | 127.6204 | 138.787 | 127.6204 | 127.6204 | 138.787 |
Trades During Streak | 4 | 2 | 13 | 4 | 2 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510937 | 353352 | 249791 | 441262 | 394554 | -174464 |
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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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