Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39616.141 | 19670.1592 | 19945.9818 | 39892.0235 | 20002.3836 | 19889.6399 |
Total P&L (%) | 39.6161 | 19.6702 | 19.946 | 39.892 | 20.0024 | 19.8896 |
Avg Daily Profit (%) | 0.5125 | 0.2545 | 0.258 | 0.4352 | 0.2362 | 0.2349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22221 | -13884 | -20389 | -29134 | -13827 | -27041 |
Profit Factor | 1.2678 | 1.2661 | 1.2696 | 1.244 | 1.247 | 1.2411 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 66.3102 | 65.5914 | 67.0213 | 66.3102 | 65.5914 | 67.0213 |
Ratio Avg Win / Avg Loss | 0.6441 | 0.6642 | 0.6247 | 0.632 | 0.6542 | 0.6107 |
Largest Winning Trade | 5920 | 5920 | 5214 | 7642 | 7642 | 5048 |
Largest Losing Trade | -11097 | -6912 | -11097 | -14420 | -7096 | -14420 |
Avg Bars in Trades | 116 | 112 | 120 | 116 | 112 | 120 |
Avg Bars in Winners | 91 | 87 | 94 | 91 | 87 | 94 |
Avg Bars in Losers | 166 | 159 | 174 | 166 | 159 | 174 |
Bars Traded | 21822 | 10467 | 11355 | 21822 | 10467 | 11355 |
Profit Streak | 14.4537 | 18.1273 | 14.4537 | 14.4537 | 18.1273 | 14.4537 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304104 | 28055 | 7902 | 275970 | 26207 | -189 |
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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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