Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110073.7132 | 77283.9111 | 32789.8021 | 94589.7662 | 84950.2299 | 9639.5363 |
Total P&L (%) | 110.0737 | 77.2839 | 32.7898 | 94.5898 | 84.9502 | 9.6395 |
Avg Daily Profit (%) | 0.4133 | 0.2902 | 0.1231 | 0.2503 | 0.2312 | 0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72506 | -29114 | -89974 | -136603 | -58632 | -146829 |
Profit Factor | 1.2616 | 1.3954 | 1.1456 | 1.1459 | 1.2784 | 1.0281 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 49.4845 | 47.4227 | 51.5464 | 49.4845 | 47.4227 | 51.5464 |
Ratio Avg Win / Avg Loss | 1.2879 | 1.5471 | 1.0768 | 1.1698 | 1.4174 | 0.9664 |
Largest Winning Trade | 28898 | 26395 | 28898 | 49528 | 49528 | 37451 |
Largest Losing Trade | -14678 | -10941 | -14678 | -24863 | -24863 | -20898 |
Avg Bars in Trades | 63 | 61 | 66 | 63 | 61 | 66 |
Avg Bars in Winners | 68 | 69 | 66 | 68 | 69 | 66 |
Avg Bars in Losers | 59 | 53 | 65 | 59 | 53 | 65 |
Bars Traded | 12365 | 5950 | 6415 | 12365 | 5950 | 6415 |
Profit Streak | 264.344 | 264.344 | 268.1773 | 264.344 | 264.344 | 268.1773 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362999 | 291055 | -92404 | -51144 | 207146 | -504279 |
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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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