Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32583.7372 | 16854.9556 | 15728.7817 | 36523.571 | 18106.6771 | 18416.8939 |
Total P&L (%) | 32.5837 | 16.855 | 15.7288 | 36.5236 | 18.1067 | 18.4169 |
Avg Daily Profit (%) | 1.8769 | 0.9709 | 0.906 | 1.8095 | 0.9632 | 0.9785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -7624 | -8253 | -4770 | -9722 | -10499 | -5839 |
Profit Factor | 1.437 | 1.343 | 1.6184 | 1.3898 | 1.2935 | 1.5752 |
Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
Winning Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Losing Trades | 146 | 72 | 74 | 146 | 72 | 74 |
Profitability (%) | 59.5568 | 60 | 59.116 | 59.5568 | 60 | 59.116 |
Ratio Avg Win / Avg Loss | 0.9758 | 0.8954 | 1.1192 | 0.9438 | 0.8624 | 1.0894 |
Largest Winning Trade | 4685 | 4685 | 1560 | 5490 | 5490 | 1837 |
Largest Losing Trade | -5066 | -5066 | -4215 | -6537 | -6537 | -5171 |
Avg Bars in Trades | 68 | 103 | 34 | 68 | 103 | 34 |
Avg Bars in Winners | 55 | 81 | 28 | 55 | 81 | 28 |
Avg Bars in Losers | 87 | 135 | 41 | 87 | 135 | 41 |
Bars Traded | 24757 | 18596 | 6161 | 24757 | 18596 | 6161 |
Profit Streak | 2.7582 | 0 | 3.0881 | 2.7582 | 0 | 3.0881 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357067 | 85909 | 174661 | 347192 | 94821 | 224709 |
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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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