Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76499.0188 | 28626.6279 | 47872.3909 | 69259.1538 | 27499.1905 | 41759.9633 |
Total P&L (%) | 76.499 | 28.6266 | 47.8724 | 69.2592 | 27.4992 | 41.76 |
Avg Daily Profit (%) | 0.2938 | 0.1099 | 0.1838 | 0.2023 | 0.0933 | 0.1341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54934 | -29382 | -34691 | -93650 | -49777 | -53821 |
Profit Factor | 1.3212 | 1.2342 | 1.4129 | 1.2096 | 1.1615 | 1.2609 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 45.6693 | 46.0317 | 45.3125 | 45.6693 | 46.0317 | 45.3125 |
Ratio Avg Win / Avg Loss | 1.5718 | 1.447 | 1.7053 | 1.439 | 1.3617 | 1.5217 |
Largest Winning Trade | 34870 | 34870 | 17742 | 43037 | 43037 | 18205 |
Largest Losing Trade | -11721 | -11721 | -9733 | -16502 | -16502 | -12410 |
Avg Bars in Trades | 194 | 192 | 196 | 194 | 192 | 196 |
Avg Bars in Winners | 267 | 253 | 282 | 267 | 253 | 282 |
Avg Bars in Losers | 133 | 141 | 125 | 133 | 141 | 125 |
Bars Traded | 24720 | 12144 | 12576 | 24720 | 12144 | 12576 |
Profit Streak | 11.5135 | 11.5135 | 25.3051 | 11.5135 | 11.5135 | 25.3051 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306881 | -198778 | -133287 | 212410 | -263617 | -156261 |
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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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