Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69138.7406 | 43545.1579 | 25593.5827 | 72101.3125 | 51910.7351 | 20190.5774 |
Total P&L (%) | 69.1387 | 43.5452 | 25.5936 | 72.1013 | 51.9107 | 20.1906 |
Avg Daily Profit (%) | 0.2655 | 0.1672 | 0.0983 | 0.2087 | 0.1607 | 0.0706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27348 | -17822 | -25956 | -45277 | -24690 | -39816 |
Profit Factor | 1.3044 | 1.4474 | 1.1972 | 1.2473 | 1.433 | 1.1176 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 64 | 64.3678 | 63.6364 | 64 | 64.3678 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.7337 | 0.8012 | 0.6841 | 0.7016 | 0.7933 | 0.6386 |
Largest Winning Trade | 10966 | 10966 | 7561 | 13229 | 13229 | 11532 |
Largest Losing Trade | -13611 | -13611 | -12185 | -20751 | -15224 | -20751 |
Avg Bars in Trades | 140 | 95 | 184 | 140 | 95 | 184 |
Avg Bars in Winners | 97 | 64 | 129 | 97 | 64 | 129 |
Avg Bars in Losers | 217 | 150 | 282 | 217 | 150 | 282 |
Bars Traded | 24593 | 8314 | 16279 | 24593 | 8314 | 16279 |
Profit Streak | 3.9031 | 11.8302 | 3.9031 | 3.9031 | 11.8302 | 3.9031 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306569 | 242863 | -70032 | 278587 | 262941 | -197726 |
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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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