Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40000.1712 | 20714.5845 | 19285.5868 | 39139.4979 | 18417.1711 | 20722.3268 |
Total P&L (%) | 40.0002 | 20.7146 | 19.2856 | 39.1395 | 18.4172 | 20.7223 |
Avg Daily Profit (%) | 0.5175 | 0.268 | 0.2495 | 0.4282 | 0.2189 | 0.2439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27660 | -15066 | -21501 | -34903 | -20361 | -26919 |
Profit Factor | 1.2267 | 1.2507 | 1.2056 | 1.1931 | 1.1916 | 1.1945 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 138 | 68 | 70 | 138 | 68 | 70 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 53.2819 | 52.7132 | 53.8462 | 53.2819 | 52.7132 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.0756 | 1.1219 | 1.0334 | 1.0462 | 1.069 | 1.0239 |
Largest Winning Trade | 6962 | 6962 | 5253 | 8770 | 8770 | 6357 |
Largest Losing Trade | -12201 | -8002 | -12201 | -14510 | -10470 | -14510 |
Avg Bars in Trades | 84 | 75 | 92 | 84 | 75 | 92 |
Avg Bars in Winners | 78 | 77 | 79 | 78 | 77 | 79 |
Avg Bars in Losers | 90 | 73 | 107 | 90 | 73 | 107 |
Bars Traded | 21775 | 9759 | 12016 | 21775 | 9759 | 12016 |
Profit Streak | 28.0234 | 29.454 | 28.0234 | 28.0234 | 29.454 | 28.0234 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308232 | 26628 | -960 | 360 | -10733 | -6135 |
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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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