Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79665.4236 | 19466.5618 | 60198.8618 | 82338.195 | 18621.2275 | 63716.9674 |
Total P&L (%) | 79.6654 | 19.4666 | 60.1989 | 82.3382 | 18.6212 | 63.717 |
Avg Daily Profit (%) | 0.3059 | 0.0748 | 0.2312 | 0.2309 | 0.0656 | 0.1895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36447 | -24063 | -36647 | -70500 | -36852 | -73748 |
Profit Factor | 1.3349 | 1.1428 | 1.5928 | 1.1932 | 1.0783 | 1.3385 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 131 | 61 | 70 | 131 | 61 | 70 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 69.3122 | 64.8936 | 73.6842 | 69.3122 | 64.8936 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.591 | 0.6182 | 0.5688 | 0.5283 | 0.5833 | 0.478 |
Largest Winning Trade | 9546 | 8441 | 9546 | 16825 | 16825 | 11233 |
Largest Losing Trade | -23835 | -11659 | -23835 | -46164 | -24663 | -46164 |
Avg Bars in Trades | 127 | 129 | 125 | 127 | 129 | 125 |
Avg Bars in Winners | 84 | 72 | 95 | 84 | 72 | 95 |
Avg Bars in Losers | 223 | 234 | 209 | 223 | 234 | 209 |
Bars Traded | 24096 | 12158 | 11938 | 24096 | 12158 | 11938 |
Profit Streak | 10.7249 | 10.7249 | 13.2457 | 10.7249 | 10.7249 | 13.2457 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394031 | -163463 | 383681 | 73349 | -247191 | 323356 |
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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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