Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41847.7703 | 19833.5633 | 22014.207 | 43728.0102 | 20457.9258 | 23270.0844 |
Total P&L (%) | 41.8478 | 19.8336 | 22.0142 | 43.728 | 20.4579 | 23.2701 |
Avg Daily Profit (%) | 0.5414 | 0.2566 | 0.2848 | 0.4704 | 0.2411 | 0.271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22628 | -11086 | -22025 | -25833 | -14575 | -24277 |
Profit Factor | 1.255 | 1.2368 | 1.274 | 1.2114 | 1.1927 | 1.2311 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 122 | 56 | 66 | 122 | 56 | 66 |
Losing Trades | 132 | 71 | 61 | 132 | 71 | 61 |
Profitability (%) | 48.0315 | 44.0945 | 51.9685 | 48.0315 | 44.0945 | 51.9685 |
Ratio Avg Win / Avg Loss | 1.3579 | 1.5681 | 1.1774 | 1.3107 | 1.5121 | 1.1378 |
Largest Winning Trade | 9236 | 9236 | 5198 | 13103 | 13103 | 6564 |
Largest Losing Trade | -7289 | -5439 | -7289 | -10835 | -7390 | -10835 |
Avg Bars in Trades | 86 | 79 | 92 | 86 | 79 | 92 |
Avg Bars in Winners | 104 | 100 | 107 | 104 | 100 | 107 |
Avg Bars in Losers | 69 | 63 | 76 | 69 | 63 | 76 |
Bars Traded | 21888 | 10140 | 11748 | 21888 | 10140 | 11748 |
Profit Streak | 19.9171 | 20.3059 | 19.9171 | 19.9171 | 20.3059 | 19.9171 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302152 | -1107 | 66616 | 276726 | -9126 | 83091 |
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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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