Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94333.3898 | 56773.4423 | 37559.9475 | 119041.0774 | 74750.2335 | 44290.8439 |
Total P&L (%) | 94.3334 | 56.7734 | 37.5599 | 119.0411 | 74.7502 | 44.2908 |
Avg Daily Profit (%) | 0.3622 | 0.218 | 0.1442 | 0.3015 | 0.2146 | 0.1409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33269 | -21812 | -26444 | -54937 | -31036 | -39884 |
Profit Factor | 1.3647 | 1.4482 | 1.2846 | 1.344 | 1.4464 | 1.248 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 185 | 96 | 89 | 185 | 96 | 89 |
Losing Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Profitability (%) | 65.1408 | 67.6056 | 62.6761 | 65.1408 | 67.6056 | 62.6761 |
Ratio Avg Win / Avg Loss | 0.7303 | 0.6939 | 0.765 | 0.7192 | 0.6931 | 0.7432 |
Largest Winning Trade | 9135 | 9135 | 6246 | 9782 | 9255 | 9782 |
Largest Losing Trade | -21812 | -21812 | -9367 | -19691 | -19691 | -17069 |
Avg Bars in Trades | 87 | 88 | 85 | 87 | 88 | 85 |
Avg Bars in Winners | 61 | 62 | 59 | 61 | 62 | 59 |
Avg Bars in Losers | 135 | 142 | 129 | 135 | 142 | 129 |
Bars Traded | 24724 | 12541 | 12183 | 24724 | 12541 | 12183 |
Profit Streak | 2.3126 | 2.3126 | 4.3959 | 2.3126 | 2.3126 | 4.3959 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308044 | 184900 | -3501 | 284812 | 215180 | -7571 |
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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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