Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68480.3997 | 25168.2039 | 43312.1959 | 67079.3951 | 22469.7529 | 44609.6423 |
Total P&L (%) | 68.4804 | 25.1682 | 43.3122 | 67.0794 | 22.4698 | 44.6096 |
Avg Daily Profit (%) | 0.263 | 0.0966 | 0.1663 | 0.1973 | 0.0779 | 0.1417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23256 | -24750 | -29328 | -32723 | -29091 | -40630 |
Profit Factor | 1.3142 | 1.2179 | 1.4228 | 1.2571 | 1.164 | 1.3601 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 58.8542 | 55.2083 | 62.5 | 58.8542 | 55.2083 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9188 | 0.9881 | 0.8537 | 0.8789 | 0.9444 | 0.816 |
Largest Winning Trade | 15739 | 15739 | 11700 | 21370 | 21370 | 15499 |
Largest Losing Trade | -22612 | -19953 | -22612 | -31213 | -20594 | -31213 |
Avg Bars in Trades | 128 | 145 | 111 | 128 | 145 | 111 |
Avg Bars in Winners | 95 | 89 | 101 | 95 | 89 | 101 |
Avg Bars in Losers | 175 | 214 | 129 | 175 | 214 | 129 |
Bars Traded | 24693 | 13947 | 10746 | 24693 | 13947 | 10746 |
Profit Streak | 5.2179 | 10.0825 | 5.2179 | 5.2179 | 10.0825 | 5.2179 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324809 | -68968 | 219775 | 288684 | -135415 | -5310 |
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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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