Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84867.6478 | 49269.1489 | 35598.499 | 74544.5401 | 56884.8875 | 17659.6526 |
Total P&L (%) | 84.8676 | 49.2691 | 35.5985 | 74.5445 | 56.8849 | 17.6597 |
Avg Daily Profit (%) | 0.3259 | 0.1892 | 0.1367 | 0.2141 | 0.1731 | 0.0625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37232 | -27585 | -49243 | -57336 | -42054 | -86133 |
Profit Factor | 1.2775 | 1.336 | 1.2235 | 1.1578 | 1.2596 | 1.0697 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 61.0526 | 57.8947 | 64.2105 | 61.0526 | 57.8947 | 64.2105 |
Ratio Avg Win / Avg Loss | 0.8149 | 0.9717 | 0.682 | 0.7386 | 0.9161 | 0.5963 |
Largest Winning Trade | 21417 | 21417 | 20077 | 29509 | 29509 | 24056 |
Largest Losing Trade | -26677 | -17433 | -26677 | -45276 | -27097 | -45276 |
Avg Bars in Trades | 130 | 130 | 130 | 130 | 130 | 130 |
Avg Bars in Winners | 96 | 88 | 103 | 96 | 88 | 103 |
Avg Bars in Losers | 183 | 187 | 178 | 183 | 187 | 178 |
Bars Traded | 24765 | 12368 | 12397 | 24765 | 12368 | 12397 |
Profit Streak | 3.8241 | 3.8241 | 4.2929 | 3.8241 | 3.8241 | 4.2929 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308011 | 150167 | -13833 | -39254 | 147259 | -262061 |
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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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