Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82554.4984 | 29685.7623 | 52868.7361 | 91932.6271 | 33112.6744 | 58819.9527 |
Total P&L (%) | 82.5545 | 29.6858 | 52.8687 | 91.9326 | 33.1127 | 58.82 |
Avg Daily Profit (%) | 0.317 | 0.114 | 0.203 | 0.2507 | 0.1099 | 0.1778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26487 | -14413 | -22423 | -38042 | -20797 | -31997 |
Profit Factor | 1.4573 | 1.3053 | 1.6347 | 1.3873 | 1.2661 | 1.5209 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 70.5426 | 65.625 | 75.3846 | 70.5426 | 65.625 | 75.3846 |
Ratio Avg Win / Avg Loss | 0.6085 | 0.6837 | 0.5338 | 0.5793 | 0.6632 | 0.4966 |
Largest Winning Trade | 14198 | 9110 | 14198 | 14299 | 8410 | 14299 |
Largest Losing Trade | -23403 | -23403 | -22423 | -31997 | -23733 | -31997 |
Avg Bars in Trades | 186 | 190 | 181 | 186 | 190 | 181 |
Avg Bars in Winners | 112 | 100 | 122 | 112 | 100 | 122 |
Avg Bars in Losers | 363 | 362 | 364 | 363 | 362 | 364 |
Bars Traded | 24044 | 12216 | 11828 | 24044 | 12216 | 11828 |
Profit Streak | 14.9424 | 14.9424 | 27.4216 | 14.9424 | 14.9424 | 27.4216 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407617 | -182508 | -121386 | 371820 | -187909 | -121755 |
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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) |
---|