Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79525.5888 | 48764.4521 | 30761.1367 | 90456.3449 | 57251.5455 | 33204.7994 |
Total P&L (%) | 79.5256 | 48.7645 | 30.7611 | 90.4563 | 57.2515 | 33.2048 |
Avg Daily Profit (%) | 0.3054 | 0.1873 | 0.1181 | 0.2477 | 0.174 | 0.1102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36339 | -23314 | -21267 | -47678 | -27632 | -24774 |
Profit Factor | 1.3939 | 1.4764 | 1.309 | 1.3425 | 1.4425 | 1.2465 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 70.1087 | 72.8261 | 67.3913 | 70.1087 | 72.8261 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.5943 | 0.5509 | 0.6334 | 0.5724 | 0.5383 | 0.6032 |
Largest Winning Trade | 10716 | 10716 | 7404 | 17342 | 17342 | 15595 |
Largest Losing Trade | -17146 | -17146 | -12126 | -19239 | -17665 | -19239 |
Avg Bars in Trades | 134 | 126 | 142 | 134 | 126 | 142 |
Avg Bars in Winners | 86 | 89 | 83 | 86 | 89 | 83 |
Avg Bars in Losers | 246 | 226 | 263 | 246 | 226 | 263 |
Bars Traded | 24751 | 11680 | 13071 | 24751 | 11680 | 13071 |
Profit Streak | 0 | 8.6212 | 0 | 0 | 8.6212 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348740 | 295846 | -39054 | 319705 | 305676 | -49835 |
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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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