Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69832.3592 | 44317.7768 | 25514.5824 | 56829.3032 | 52503.9222 | 4325.3809 |
Total P&L (%) | 69.8324 | 44.3178 | 25.5146 | 56.8293 | 52.5039 | 4.3254 |
Avg Daily Profit (%) | 0.5027 | 0.319 | 0.1837 | 0.3245 | 0.3043 | 0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38389 | -28147 | -35254 | -46016 | -25276 | -44978 |
Profit Factor | 1.2935 | 1.4141 | 1.1949 | 1.2256 | 1.5202 | 1.0286 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 61.3636 | 60.2273 | 62.5 | 61.3636 | 60.2273 | 62.5 |
Ratio Avg Win / Avg Loss | 0.8144 | 0.9339 | 0.7169 | 0.7716 | 1.0039 | 0.6172 |
Largest Winning Trade | 17628 | 17628 | 9990 | 17027 | 17027 | 10200 |
Largest Losing Trade | -30690 | -12525 | -30690 | -38422 | -10129 | -38422 |
Avg Bars in Trades | 74 | 74 | 74 | 74 | 74 | 74 |
Avg Bars in Winners | 61 | 63 | 59 | 61 | 63 | 59 |
Avg Bars in Losers | 94 | 91 | 98 | 94 | 91 | 98 |
Bars Traded | 13084 | 6562 | 6522 | 13084 | 6562 | 6522 |
Profit Streak | 126.6341 | 131.3737 | 126.6341 | 126.6341 | 131.3737 | 126.6341 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379421 | 236070 | -3488 | 278422 | 339047 | -508256 |
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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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