Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32708.3603 | 11708.0869 | 21000.2734 | 34131.0646 | 10333.8804 | 23797.1842 |
Total P&L (%) | 32.7084 | 11.7081 | 21.0003 | 34.1311 | 10.3339 | 23.7972 |
Avg Daily Profit (%) | 0.628 | 0.2248 | 0.4032 | 0.5654 | 0.189 | 0.4107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17572 | -14457 | -9274 | -20060 | -16284 | -10227 |
Profit Factor | 1.3207 | 1.1925 | 1.5101 | 1.2803 | 1.141 | 1.4911 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 59.3583 | 60.6383 | 58.0645 | 59.3583 | 60.6383 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.9043 | 0.7741 | 1.0906 | 0.8766 | 0.7407 | 1.0769 |
Largest Winning Trade | 9763 | 9763 | 4532 | 10058 | 10058 | 5302 |
Largest Losing Trade | -7346 | -7346 | -3337 | -8620 | -8620 | -3985 |
Avg Bars in Trades | 131 | 136 | 127 | 131 | 136 | 127 |
Avg Bars in Winners | 98 | 102 | 95 | 98 | 102 | 95 |
Avg Bars in Losers | 180 | 189 | 171 | 180 | 189 | 171 |
Bars Traded | 24654 | 12828 | 11825 | 24654 | 12828 | 11825 |
Profit Streak | 5.463 | 5.463 | 6.3421 | 5.463 | 5.463 | 6.3421 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317378 | -114548 | 195607 | 293781 | -214274 | 250852 |
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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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