Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79937.6317 | 49049.7811 | 30887.8505 | 89904.9115 | 63095.882 | 26809.0295 |
Total P&L (%) | 79.9376 | 49.0498 | 30.8879 | 89.9049 | 63.0959 | 26.809 |
Avg Daily Profit (%) | 0.307 | 0.1883 | 0.1186 | 0.2466 | 0.188 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26846 | -23761 | -18195 | -28190 | -26053 | -31397 |
Profit Factor | 1.3535 | 1.4238 | 1.2798 | 1.2935 | 1.4144 | 1.174 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Losing Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Profitability (%) | 68.984 | 72.043 | 65.9574 | 68.984 | 72.043 | 65.9574 |
Ratio Avg Win / Avg Loss | 0.6086 | 0.5525 | 0.6605 | 0.5816 | 0.5489 | 0.606 |
Largest Winning Trade | 12455 | 12455 | 8211 | 15581 | 15581 | 9670 |
Largest Losing Trade | -17517 | -17517 | -11694 | -21671 | -15534 | -21671 |
Avg Bars in Trades | 131 | 123 | 138 | 131 | 123 | 138 |
Avg Bars in Winners | 82 | 80 | 85 | 82 | 80 | 85 |
Avg Bars in Losers | 239 | 236 | 241 | 239 | 236 | 241 |
Bars Traded | 24518 | 11508 | 13010 | 24518 | 11508 | 13010 |
Profit Streak | 3.2004 | 10.815 | 3.2004 | 3.2004 | 10.815 | 3.2004 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333962 | 299741 | -38836 | 302189 | 332034 | -104735 |
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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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