Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96562.4536 | 58443.6631 | 38118.7905 | 107852.8684 | 86088.1295 | 21764.7389 |
Total P&L (%) | 96.5625 | 58.4437 | 38.1188 | 107.8529 | 86.0881 | 21.7647 |
Avg Daily Profit (%) | 0.6951 | 0.4207 | 0.2744 | 0.5281 | 0.4481 | 0.1419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33593 | -21432 | -29751 | -59550 | -22369 | -59532 |
Profit Factor | 1.4188 | 1.5947 | 1.2882 | 1.3184 | 1.653 | 1.1052 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 62.6506 | 60.241 | 65.0602 | 62.6506 | 60.241 | 65.0602 |
Ratio Avg Win / Avg Loss | 0.8458 | 1.0525 | 0.6918 | 0.786 | 1.091 | 0.5935 |
Largest Winning Trade | 30446 | 30446 | 10394 | 34648 | 34648 | 14908 |
Largest Losing Trade | -27309 | -12877 | -27309 | -49611 | -20825 | -49611 |
Avg Bars in Trades | 78 | 80 | 76 | 78 | 80 | 76 |
Avg Bars in Winners | 71 | 67 | 75 | 71 | 67 | 75 |
Avg Bars in Losers | 91 | 101 | 79 | 91 | 101 | 79 |
Bars Traded | 13092 | 6719 | 6373 | 13092 | 6719 | 6373 |
Profit Streak | 127.25 | 127.2708 | 0 | 127.25 | 127.2708 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442495 | 384519 | 155855 | 368997 | 425518 | -115752 |
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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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