Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71767.8675 | 33225.9577 | 38541.9097 | 44120.6941 | 38332.5837 | 5788.1104 |
Total P&L (%) | 71.7679 | 33.226 | 38.5419 | 44.1207 | 38.3326 | 5.7881 |
Avg Daily Profit (%) | 0.8267 | 0.3827 | 0.444 | 0.4219 | 0.3745 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76688 | -46841 | -33560 | -61973 | -35284 | -28636 |
Profit Factor | 1.2122 | 1.2395 | 1.1932 | 1.1687 | 1.3673 | 1.0368 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 223 | 116 | 107 | 223 | 116 | 107 |
Losing Trades | 149 | 70 | 79 | 149 | 70 | 79 |
Profitability (%) | 59.9462 | 62.3656 | 57.5269 | 59.9462 | 62.3656 | 57.5269 |
Ratio Avg Win / Avg Loss | 0.8099 | 0.748 | 0.881 | 0.7809 | 0.8251 | 0.7655 |
Largest Winning Trade | 62907 | 35934 | 62907 | 35748 | 35748 | 32177 |
Largest Losing Trade | -10702 | -8325 | -10702 | -11923 | -8254 | -11923 |
Avg Bars in Trades | 65 | 41 | 90 | 65 | 41 | 90 |
Avg Bars in Winners | 45 | 25 | 68 | 45 | 25 | 68 |
Avg Bars in Losers | 96 | 67 | 121 | 96 | 67 | 121 |
Bars Traded | 24533 | 7643 | 16889 | 24533 | 7643 | 16889 |
Profit Streak | 0.5849 | 0.6543 | 0.5849 | 0.5849 | 0.6543 | 0.5849 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335330 | 69203 | -6204 | -30322 | 111125 | -457743 |
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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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