Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73111.3998 | 29843.0847 | 43268.3151 | 98578.7818 | 33839.3402 | 64739.4416 |
Total P&L (%) | 73.1114 | 29.8431 | 43.2683 | 98.5788 | 33.8393 | 64.7394 |
Avg Daily Profit (%) | 1.4038 | 0.573 | 0.8308 | 1.3259 | 0.5612 | 0.9631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12031 | -15489 | -10296 | -22700 | -29073 | -19912 |
Profit Factor | 1.6985 | 1.4675 | 2.0596 | 1.5207 | 1.2916 | 1.8835 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 59.6591 | 57.9545 | 61.3636 | 59.6591 | 57.9545 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.1485 | 1.0647 | 1.2968 | 1.0283 | 0.937 | 1.1859 |
Largest Winning Trade | 9645 | 9645 | 6319 | 14290 | 14290 | 7504 |
Largest Losing Trade | -9797 | -9797 | -4227 | -18532 | -18532 | -7750 |
Avg Bars in Trades | 136 | 144 | 127 | 136 | 144 | 127 |
Avg Bars in Winners | 108 | 105 | 111 | 108 | 105 | 111 |
Avg Bars in Losers | 176 | 198 | 152 | 176 | 198 | 152 |
Bars Traded | 23985 | 12756 | 11229 | 23985 | 12756 | 11229 |
Profit Streak | 10.7479 | 0 | 11.7187 | 10.7479 | 0 | 11.7187 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581195 | 268097 | 518029 | 554465 | 178550 | 556844 |
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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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