Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88864.9505 | 51262.5722 | 37602.3783 | 55720.6323 | 54166.0202 | 1554.6121 |
Total P&L (%) | 88.865 | 51.2626 | 37.6024 | 55.7206 | 54.166 | 1.5546 |
Avg Daily Profit (%) | 0.1706 | 0.0984 | 0.0722 | 0.0851 | 0.0831 | 0.003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64199 | -50745 | -53424 | -103068 | -64394 | -92313 |
Profit Factor | 1.2389 | 1.2535 | 1.2215 | 1.1142 | 1.223 | 1.0063 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 57.4468 | 57.4468 | 57.4468 | 57.4468 | 57.4468 | 57.4468 |
Ratio Avg Win / Avg Loss | 0.9177 | 0.9285 | 0.9048 | 0.8253 | 0.906 | 0.7454 |
Largest Winning Trade | 18094 | 18094 | 16532 | 23679 | 22930 | 23679 |
Largest Losing Trade | -27536 | -25725 | -27536 | -51707 | -29834 | -51707 |
Avg Bars in Trades | 129 | 134 | 125 | 129 | 134 | 125 |
Avg Bars in Winners | 103 | 101 | 106 | 103 | 101 | 106 |
Avg Bars in Losers | 165 | 179 | 150 | 165 | 179 | 150 |
Bars Traded | 24405 | 12653 | 11752 | 24405 | 12653 | 11752 |
Profit Streak | 11.825 | 11.825 | 23.7208 | 11.825 | 11.825 | 23.7208 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303723 | -63079 | -99359 | -173897 | -83446 | -568170 |
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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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