Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78889.3462 | 44236.6076 | 34652.7386 | 67469.8592 | 53210.1744 | 14259.6848 |
Total P&L (%) | 78.8893 | 44.2366 | 34.6527 | 67.4699 | 53.2102 | 14.2597 |
Avg Daily Profit (%) | 0.3029 | 0.1699 | 0.1331 | 0.1982 | 0.164 | 0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36992 | -57215 | -21335 | -46414 | -52059 | -33779 |
Profit Factor | 1.2503 | 1.2221 | 1.2989 | 1.1695 | 1.2173 | 1.0931 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 58.5492 | 56.701 | 60.4167 | 58.5492 | 56.701 | 60.4167 |
Ratio Avg Win / Avg Loss | 0.8852 | 0.9332 | 0.851 | 0.8279 | 0.9296 | 0.7162 |
Largest Winning Trade | 18046 | 18046 | 10389 | 24719 | 24719 | 8408 |
Largest Losing Trade | -20787 | -20787 | -16509 | -22024 | -20431 | -22024 |
Avg Bars in Trades | 127 | 195 | 60 | 127 | 195 | 60 |
Avg Bars in Winners | 91 | 137 | 48 | 91 | 137 | 48 |
Avg Bars in Losers | 179 | 271 | 78 | 179 | 271 | 78 |
Bars Traded | 24703 | 18937 | 5766 | 24703 | 18937 | 5766 |
Profit Streak | 7.3916 | 10.277 | 7.3916 | 7.3916 | 10.277 | 7.3916 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324045 | 151825 | -18872 | -25946 | 175099 | -276807 |
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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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