Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76241.0697 | 44198.9651 | 32042.1046 | 82881.5411 | 53585.6787 | 29295.8624 |
Total P&L (%) | 76.2411 | 44.199 | 32.0421 | 82.8815 | 53.5857 | 29.2959 |
Avg Daily Profit (%) | 0.2928 | 0.1697 | 0.123 | 0.2321 | 0.1649 | 0.0987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25597 | -26512 | -20804 | -34872 | -29383 | -30894 |
Profit Factor | 1.3356 | 1.3844 | 1.2856 | 1.2846 | 1.377 | 1.1966 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 65.8031 | 65.9794 | 65.625 | 65.8031 | 65.9794 | 65.625 |
Ratio Avg Win / Avg Loss | 0.6941 | 0.7138 | 0.6734 | 0.6676 | 0.71 | 0.6268 |
Largest Winning Trade | 12001 | 12001 | 8798 | 15569 | 15569 | 8860 |
Largest Losing Trade | -16268 | -16268 | -14855 | -18842 | -15555 | -18842 |
Avg Bars in Trades | 126 | 121 | 132 | 126 | 121 | 132 |
Avg Bars in Winners | 88 | 83 | 93 | 88 | 83 | 93 |
Avg Bars in Losers | 201 | 193 | 208 | 201 | 193 | 208 |
Bars Traded | 24507 | 11759 | 12748 | 24507 | 11759 | 12748 |
Profit Streak | 0 | 0 | 6.1195 | 0 | 0 | 6.1195 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313643 | 183770 | -31159 | 283757 | 207820 | -68146 |
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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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