Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78468.1515 | 19141.1001 | 59327.0514 | 66581.8363 | 20492.3611 | 46089.4752 |
Total P&L (%) | 78.4682 | 19.1411 | 59.3271 | 66.5818 | 20.4924 | 46.0895 |
Avg Daily Profit (%) | 0.3013 | 0.0735 | 0.2278 | 0.1962 | 0.0716 | 0.1457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50984 | -43119 | -40696 | -46093 | -39900 | -40273 |
Profit Factor | 1.3277 | 1.1337 | 1.6165 | 1.2879 | 1.1576 | 1.4552 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Losing Trades | 45 | 29 | 16 | 45 | 29 | 16 |
Profitability (%) | 64.5669 | 53.9683 | 75 | 64.5669 | 53.9683 | 75 |
Ratio Avg Win / Avg Loss | 0.7286 | 0.9669 | 0.5388 | 0.7068 | 0.9874 | 0.4851 |
Largest Winning Trade | 13957 | 13488 | 13957 | 12059 | 12059 | 10083 |
Largest Losing Trade | -28110 | -22708 | -28110 | -25570 | -18498 | -25570 |
Avg Bars in Trades | 190 | 203 | 176 | 190 | 203 | 176 |
Avg Bars in Winners | 127 | 118 | 134 | 127 | 118 | 134 |
Avg Bars in Losers | 303 | 303 | 304 | 303 | 303 | 304 |
Bars Traded | 24138 | 12834 | 11304 | 24138 | 12834 | 11304 |
Profit Streak | 8.8182 | 0 | 11.8495 | 8.8182 | 0 | 11.8495 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308600 | -325006 | -129279 | 259275 | -300297 | -137618 |
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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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