Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61390.7394 | 30995.123 | 30395.6164 | 73974.9262 | 38111.9952 | 35862.9309 |
Total P&L (%) | 61.3907 | 30.9951 | 30.3956 | 73.9749 | 38.112 | 35.8629 |
Avg Daily Profit (%) | 0.7942 | 0.401 | 0.3932 | 0.7189 | 0.4186 | 0.3973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17292 | -9123 | -15472 | -18789 | -10705 | -21971 |
Profit Factor | 1.4529 | 1.4794 | 1.4286 | 1.4789 | 1.5191 | 1.4425 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 65.0888 | 65.4762 | 64.7059 | 65.0888 | 65.4762 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.7793 | 0.7801 | 0.7792 | 0.7932 | 0.801 | 0.7868 |
Largest Winning Trade | 6870 | 6870 | 6860 | 8610 | 8610 | 6427 |
Largest Losing Trade | -9663 | -6197 | -9663 | -10971 | -7493 | -10971 |
Avg Bars in Trades | 129 | 118 | 140 | 129 | 118 | 140 |
Avg Bars in Winners | 105 | 93 | 117 | 105 | 93 | 117 |
Avg Bars in Losers | 174 | 164 | 183 | 174 | 164 | 183 |
Bars Traded | 21868 | 9917 | 11951 | 21868 | 9917 | 11951 |
Profit Streak | 12.9315 | 13.3274 | 12.9315 | 12.9315 | 13.3274 | 12.9315 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505498 | 265431 | 246492 | 508726 | 302343 | 268277 |
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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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