Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150236.5847 | 86465.2875 | 63771.2971 | 173608.4553 | 126660.8891 | 46947.5662 |
Total P&L (%) | 150.2366 | 86.4653 | 63.7713 | 173.6085 | 126.6609 | 46.9476 |
Avg Daily Profit (%) | 0.2885 | 0.166 | 0.1224 | 0.1934 | 0.1572 | 0.0739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41669 | -41183 | -47952 | -142489 | -54136 | -122014 |
Profit Factor | 1.3935 | 1.4948 | 1.3079 | 1.2116 | 1.3677 | 1.0986 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 55.9783 | 53.2609 | 58.6957 | 55.9783 | 53.2609 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.0958 | 1.3118 | 0.9204 | 0.9528 | 1.2002 | 0.7731 |
Largest Winning Trade | 22435 | 21113 | 22435 | 46723 | 46723 | 42705 |
Largest Losing Trade | -29772 | -17929 | -29772 | -83909 | -29246 | -83909 |
Avg Bars in Trades | 132 | 140 | 124 | 132 | 140 | 124 |
Avg Bars in Winners | 125 | 150 | 102 | 125 | 150 | 102 |
Avg Bars in Losers | 142 | 129 | 157 | 142 | 129 | 157 |
Bars Traded | 24438 | 12958 | 11480 | 24438 | 12958 | 11480 |
Profit Streak | 13.5154 | 13.5154 | 26.1404 | 13.5154 | 13.5154 | 26.1404 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423539 | 332224 | -29785 | 294288 | 301558 | -207847 |
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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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