Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53322.0324 | 25017.0023 | 28305.0301 | 60363.6448 | 26645.5203 | 33718.1245 |
Total P&L (%) | 53.322 | 25.017 | 28.305 | 60.3636 | 26.6455 | 33.7181 |
Avg Daily Profit (%) | 0.6898 | 0.3236 | 0.3662 | 0.6128 | 0.3061 | 0.3766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24904 | -11883 | -21745 | -38504 | -18641 | -32276 |
Profit Factor | 1.33 | 1.3161 | 1.3434 | 1.3012 | 1.2697 | 1.3317 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 151 | 71 | 80 | 151 | 71 | 80 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 61.8852 | 58.1967 | 65.5738 | 61.8852 | 58.1967 | 65.5738 |
Ratio Avg Win / Avg Loss | 0.8191 | 0.9454 | 0.7053 | 0.8014 | 0.9121 | 0.6991 |
Largest Winning Trade | 7173 | 7173 | 4868 | 11048 | 11048 | 6825 |
Largest Losing Trade | -9280 | -6867 | -9280 | -14201 | -10020 | -14201 |
Avg Bars in Trades | 90 | 81 | 99 | 90 | 81 | 99 |
Avg Bars in Winners | 76 | 69 | 82 | 76 | 69 | 82 |
Avg Bars in Losers | 113 | 98 | 130 | 113 | 98 | 130 |
Bars Traded | 22094 | 9974 | 12120 | 22094 | 9974 | 12120 |
Profit Streak | 20.6528 | 20.6944 | 20.6528 | 20.6528 | 20.6944 | 20.6528 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424674 | 144314 | 218355 | 411544 | 133920 | 226319 |
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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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