Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120463.0924 | 72130.1825 | 48332.9099 | 145107.9083 | 111700.7186 | 33407.1897 |
Total P&L (%) | 120.4631 | 72.1302 | 48.3329 | 145.1079 | 111.7007 | 33.4072 |
Avg Daily Profit (%) | 0.8672 | 0.5193 | 0.3479 | 0.6475 | 0.5414 | 0.2077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40202 | -24627 | -41678 | -61074 | -23274 | -70378 |
Profit Factor | 1.595 | 1.9961 | 1.3717 | 1.5295 | 2.4134 | 1.1713 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 60.6383 | 59.5745 | 61.7021 | 60.6383 | 59.5745 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.0353 | 1.3545 | 0.8514 | 0.9928 | 1.6377 | 0.727 |
Largest Winning Trade | 16150 | 16150 | 12705 | 19716 | 19716 | 16600 |
Largest Losing Trade | -40202 | -15037 | -40202 | -61074 | -13976 | -61074 |
Avg Bars in Trades | 69 | 65 | 73 | 69 | 65 | 73 |
Avg Bars in Winners | 63 | 60 | 66 | 63 | 60 | 66 |
Avg Bars in Losers | 78 | 73 | 83 | 78 | 73 | 83 |
Bars Traded | 13063 | 6170 | 6894 | 13063 | 6170 | 6894 |
Profit Streak | 126.6741 | 127.2158 | 126.6741 | 126.6741 | 127.2158 | 126.6741 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 598597 | 473293 | 225297 | 475168 | 549093 | -28869 |
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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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