Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120688.3041 | 70031.8337 | 50656.4705 | 157108.682 | 124587.2866 | 32521.3954 |
Total P&L (%) | 120.6883 | 70.0318 | 50.6565 | 157.1087 | 124.5873 | 32.5214 |
Avg Daily Profit (%) | 0.8688 | 0.5042 | 0.3647 | 0.6821 | 0.5842 | 0.2029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33498 | -23520 | -28212 | -94879 | -38888 | -89703 |
Profit Factor | 1.4827 | 1.6053 | 1.3771 | 1.3579 | 1.711 | 1.1233 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 66.1538 | 64.9485 | 67.3469 | 66.1538 | 64.9485 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.7586 | 0.8664 | 0.6677 | 0.6947 | 0.9234 | 0.5446 |
Largest Winning Trade | 28652 | 28652 | 10426 | 31805 | 31805 | 23668 |
Largest Losing Trade | -23679 | -16077 | -23679 | -73152 | -20780 | -73152 |
Avg Bars in Trades | 66 | 68 | 64 | 66 | 68 | 64 |
Avg Bars in Winners | 52 | 49 | 54 | 52 | 49 | 54 |
Avg Bars in Losers | 93 | 101 | 83 | 93 | 101 | 83 |
Bars Traded | 12903 | 6602 | 6301 | 12903 | 6602 | 6301 |
Profit Streak | 130.6923 | 130.6923 | 130.8485 | 130.6923 | 130.6923 | 130.8485 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540984 | 402773 | 289401 | 475115 | 434732 | -80389 |
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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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