Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98765.7044 | 8648.7099 | 90116.9945 | 38923.7108 | 1117.0176 | 37806.6933 |
Total P&L (%) | 98.7657 | 8.6487 | 90.117 | 38.9237 | 1.117 | 37.8067 |
Avg Daily Profit (%) | 0.1896 | 0.0166 | 0.173 | 0.0631 | 0.0021 | 0.0616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84650 | -55617 | -69763 | -89410 | -58055 | -65940 |
Profit Factor | 1.2051 | 1.0341 | 1.3951 | 1.087 | 1.005 | 1.1701 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 61.236 | 57.3034 | 65.1685 | 61.236 | 57.3034 | 65.1685 |
Ratio Avg Win / Avg Loss | 0.7628 | 0.7705 | 0.7456 | 0.6881 | 0.7488 | 0.6254 |
Largest Winning Trade | 17241 | 17241 | 16893 | 17723 | 14946 | 17723 |
Largest Losing Trade | -40772 | -24884 | -40772 | -41755 | -31960 | -41755 |
Avg Bars in Trades | 138 | 151 | 125 | 138 | 151 | 125 |
Avg Bars in Winners | 107 | 125 | 92 | 107 | 125 | 92 |
Avg Bars in Losers | 186 | 186 | 187 | 186 | 186 | 187 |
Bars Traded | 24649 | 13484 | 11165 | 24649 | 13484 | 11165 |
Profit Streak | 10.6754 | 39.1129 | 10.6754 | 10.6754 | 39.1129 | 10.6754 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 298301 | -519512 | 302249 | -234535 | -570879 | -146200 |
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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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