Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126924.4815 | 34585.2783 | 92339.2032 | 154166.1265 | 68746.5643 | 85419.5622 |
Total P&L (%) | 126.9245 | 34.5853 | 92.3392 | 154.1661 | 68.7466 | 85.4196 |
Avg Daily Profit (%) | 0.4874 | 0.1328 | 0.3546 | 0.3588 | 0.2011 | 0.2374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76029 | -73084 | -31199 | -89020 | -60770 | -70587 |
Profit Factor | 1.3931 | 1.2043 | 1.6013 | 1.3654 | 1.3322 | 1.3974 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 41.4773 | 40.9091 | 42.0455 | 41.4773 | 40.9091 | 42.0455 |
Ratio Avg Win / Avg Loss | 1.9656 | 1.7396 | 2.2071 | 1.9266 | 1.9243 | 1.9261 |
Largest Winning Trade | 43002 | 43002 | 18766 | 43091 | 43091 | 27639 |
Largest Losing Trade | -11774 | -11774 | -9220 | -21378 | -13372 | -21378 |
Avg Bars in Trades | 139 | 150 | 129 | 139 | 150 | 129 |
Avg Bars in Winners | 203 | 212 | 193 | 203 | 212 | 193 |
Avg Bars in Losers | 94 | 106 | 82 | 94 | 106 | 82 |
Bars Traded | 24570 | 13209 | 11362 | 24570 | 13209 | 11362 |
Profit Streak | 6.7732 | 0 | 7.1274 | 6.7732 | 0 | 7.1274 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314640 | -23074 | 282522 | 268993 | 132807 | 201801 |
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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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