Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135285.1344 | 65627.7643 | 69657.3701 | 193998.4055 | 104477.1946 | 89521.2108 |
Total P&L (%) | 135.2851 | 65.6278 | 69.6574 | 193.9984 | 104.4772 | 89.5212 |
Avg Daily Profit (%) | 0.5195 | 0.252 | 0.2675 | 0.415 | 0.275 | 0.2458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40110 | -52277 | -22590 | -39920 | -49899 | -24144 |
Profit Factor | 1.4428 | 1.4208 | 1.4657 | 1.554 | 1.6051 | 1.5043 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Profitability (%) | 43.6842 | 46.3158 | 41.0526 | 43.6842 | 46.3158 | 41.0526 |
Ratio Avg Win / Avg Loss | 1.86 | 1.6468 | 2.1047 | 2.0033 | 1.8604 | 2.16 |
Largest Winning Trade | 20279 | 20279 | 17113 | 29882 | 29882 | 21279 |
Largest Losing Trade | -10799 | -10799 | -7810 | -12513 | -9620 | -12513 |
Avg Bars in Trades | 129 | 138 | 120 | 129 | 138 | 120 |
Avg Bars in Winners | 193 | 195 | 191 | 193 | 195 | 191 |
Avg Bars in Losers | 79 | 89 | 70 | 79 | 89 | 70 |
Bars Traded | 24563 | 13144 | 11419 | 24563 | 13144 | 11419 |
Profit Streak | 4.4173 | 0 | 14.3235 | 4.4173 | 0 | 14.3235 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350348 | 236817 | 241231 | 342645 | 294180 | 243857 |
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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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