Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56377.6287 | 28170.7731 | 28206.8555 | 65017.7266 | 32614.7519 | 32402.9747 |
Total P&L (%) | 56.3776 | 28.1708 | 28.2069 | 65.0177 | 32.6148 | 32.403 |
Avg Daily Profit (%) | 0.7293 | 0.3644 | 0.3649 | 0.6501 | 0.3658 | 0.3638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24193 | -10849 | -21451 | -35380 | -14341 | -31504 |
Profit Factor | 1.3633 | 1.3951 | 1.3363 | 1.3514 | 1.3876 | 1.3213 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 71.9149 | 72.6496 | 71.1864 | 71.9149 | 72.6496 | 71.1864 |
Ratio Avg Win / Avg Loss | 0.5324 | 0.5252 | 0.5409 | 0.5278 | 0.5224 | 0.5348 |
Largest Winning Trade | 4698 | 4698 | 4391 | 7284 | 7284 | 6557 |
Largest Losing Trade | -11187 | -6992 | -11187 | -15728 | -8920 | -15728 |
Avg Bars in Trades | 92 | 88 | 97 | 92 | 88 | 97 |
Avg Bars in Winners | 62 | 55 | 69 | 62 | 55 | 69 |
Avg Bars in Losers | 170 | 174 | 165 | 170 | 174 | 165 |
Bars Traded | 21785 | 10298 | 11487 | 21785 | 10298 | 11487 |
Profit Streak | 21.1637 | 22.0456 | 21.1637 | 21.1637 | 22.0456 | 21.1637 |
Trades During Streak | 18 | 10 | 9 | 18 | 10 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513519 | 278244 | 258020 | 497255 | 281243 | 257793 |
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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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