Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67125.2646 | 22029.455 | 45095.8096 | 78192.1064 | 18048.0501 | 60144.0563 |
Total P&L (%) | 67.1253 | 22.0295 | 45.0958 | 78.1921 | 18.0481 | 60.1441 |
Avg Daily Profit (%) | 0.7732 | 0.2538 | 0.5195 | 0.6677 | 0.1913 | 0.5439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35137 | -23633 | -16912 | -60544 | -40537 | -28515 |
Profit Factor | 1.3607 | 1.213 | 1.5454 | 1.2721 | 1.112 | 1.4761 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 63.1579 | 62.1053 | 64.2105 | 63.1579 | 62.1053 | 64.2105 |
Ratio Avg Win / Avg Loss | 0.7937 | 0.7401 | 0.8614 | 0.742 | 0.6785 | 0.8228 |
Largest Winning Trade | 7597 | 7597 | 6315 | 11572 | 11572 | 9059 |
Largest Losing Trade | -14384 | -14384 | -5924 | -24914 | -24914 | -10920 |
Avg Bars in Trades | 128 | 124 | 133 | 128 | 124 | 133 |
Avg Bars in Winners | 87 | 81 | 94 | 87 | 81 | 94 |
Avg Bars in Losers | 198 | 195 | 202 | 198 | 195 | 202 |
Bars Traded | 24477 | 11832 | 12645 | 24477 | 11832 | 12645 |
Profit Streak | 1.5378 | 0 | 4.1211 | 1.5378 | 0 | 4.1211 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338004 | -248 | 329912 | 292934 | -100268 | 362227 |
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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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