Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92554.3892 | 46035.1526 | 46519.2367 | 112947.5826 | 58386.0768 | 54561.5058 |
Total P&L (%) | 92.5544 | 46.0352 | 46.5192 | 112.9476 | 58.3861 | 54.5615 |
Avg Daily Profit (%) | 0.3554 | 0.1768 | 0.1786 | 0.2907 | 0.1767 | 0.1673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38012 | -24571 | -25758 | -39034 | -24780 | -31427 |
Profit Factor | 1.4335 | 1.3846 | 1.4958 | 1.418 | 1.4 | 1.4391 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 122 | 64 | 58 | 122 | 64 | 58 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 66.6667 | 69.5652 | 63.7363 | 66.6667 | 69.5652 | 63.7363 |
Ratio Avg Win / Avg Loss | 0.7167 | 0.6058 | 0.851 | 0.709 | 0.6125 | 0.8188 |
Largest Winning Trade | 11762 | 11762 | 7957 | 16769 | 16769 | 9680 |
Largest Losing Trade | -23325 | -23325 | -12397 | -20103 | -20103 | -15129 |
Avg Bars in Trades | 134 | 132 | 136 | 134 | 132 | 136 |
Avg Bars in Winners | 92 | 94 | 89 | 92 | 94 | 89 |
Avg Bars in Losers | 217 | 217 | 217 | 217 | 217 | 217 |
Bars Traded | 24548 | 12158 | 12390 | 24548 | 12158 | 12390 |
Profit Streak | 3.4144 | 7.0914 | 0 | 3.4144 | 7.0914 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329254 | 249571 | 207399 | 305929 | 285756 | 213544 |
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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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