Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127077.7202 | 69947.5074 | 57130.2128 | 185345.716 | 89606.9661 | 95738.7499 |
Total P&L (%) | 127.0777 | 69.9475 | 57.1302 | 185.3457 | 89.607 | 95.7388 |
Avg Daily Profit (%) | 0.488 | 0.2686 | 0.2194 | 0.4034 | 0.246 | 0.2582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35142 | -29935 | -17749 | -36728 | -32539 | -20870 |
Profit Factor | 1.5606 | 1.5078 | 1.6424 | 1.6619 | 1.524 | 1.8781 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 64.8649 | 64.5161 | 65.2174 | 64.8649 | 64.5161 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.8453 | 0.8293 | 0.876 | 0.9002 | 0.8382 | 1.0017 |
Largest Winning Trade | 16662 | 16662 | 8765 | 22920 | 21335 | 22920 |
Largest Losing Trade | -29935 | -29935 | -10552 | -32539 | -32539 | -16796 |
Avg Bars in Trades | 132 | 129 | 135 | 132 | 129 | 135 |
Avg Bars in Winners | 110 | 108 | 112 | 110 | 108 | 112 |
Avg Bars in Losers | 173 | 168 | 178 | 173 | 168 | 178 |
Bars Traded | 24554 | 12064 | 12490 | 24554 | 12064 | 12490 |
Profit Streak | 1.8614 | 3.4968 | 0 | 1.8614 | 3.4968 | 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 | 338174 | 275931 | 281071 | 325131 | 272663 | 400289 |
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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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