Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127090.4567 | 61179.7679 | 65910.6888 | 209640.4051 | 98968.5887 | 110671.8164 |
Total P&L (%) | 127.0905 | 61.1798 | 65.9107 | 209.6404 | 98.9686 | 110.6718 |
Avg Daily Profit (%) | 0.488 | 0.2349 | 0.2531 | 0.435 | 0.2645 | 0.2865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26533 | -23322 | -19187 | -32144 | -27658 | -31861 |
Profit Factor | 1.6562 | 1.5869 | 1.7371 | 1.7523 | 1.6409 | 1.8907 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 130 | 69 | 61 | 130 | 69 | 61 |
Losing Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Profitability (%) | 71.0383 | 75 | 67.033 | 71.0383 | 75 | 67.033 |
Ratio Avg Win / Avg Loss | 0.6752 | 0.529 | 0.8543 | 0.7144 | 0.547 | 0.9298 |
Largest Winning Trade | 10714 | 10714 | 7522 | 16085 | 16085 | 11644 |
Largest Losing Trade | -13642 | -13642 | -12014 | -24071 | -24071 | -13626 |
Avg Bars in Trades | 132 | 133 | 131 | 132 | 133 | 131 |
Avg Bars in Winners | 88 | 90 | 87 | 88 | 90 | 87 |
Avg Bars in Losers | 240 | 264 | 222 | 240 | 264 | 222 |
Bars Traded | 24308 | 12319 | 11989 | 24308 | 12319 | 11989 |
Profit Streak | 2.9727 | 2.9727 | 15.8685 | 2.9727 | 2.9727 | 15.8685 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432785 | 293135 | 382913 | 423128 | 329140 | 413686 |
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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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