Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44681.5751 | 9082.8929 | 35598.6822 | 42757.4505 | 1063.6702 | 41693.7803 |
Total P&L (%) | 44.6816 | 9.0829 | 35.5987 | 42.7575 | 1.0637 | 41.6938 |
Avg Daily Profit (%) | 0.5147 | 0.1046 | 0.4101 | 0.4109 | 0.0122 | 0.4023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60184 | -45131 | -22960 | -106956 | -75762 | -41169 |
Profit Factor | 1.2655 | 1.0896 | 1.5319 | 1.1585 | 1.0066 | 1.3875 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 67.8571 | 67.3469 | 68.3673 | 67.8571 | 67.3469 | 68.3673 |
Ratio Avg Win / Avg Loss | 0.5995 | 0.5283 | 0.7088 | 0.5487 | 0.488 | 0.642 |
Largest Winning Trade | 7872 | 7872 | 4841 | 11756 | 11756 | 6192 |
Largest Losing Trade | -15599 | -15599 | -10117 | -28733 | -28733 | -20735 |
Avg Bars in Trades | 123 | 126 | 120 | 123 | 126 | 120 |
Avg Bars in Winners | 67 | 67 | 67 | 67 | 67 | 67 |
Avg Bars in Losers | 242 | 246 | 237 | 242 | 246 | 237 |
Bars Traded | 24230 | 12379 | 11851 | 24230 | 12379 | 11851 |
Profit Streak | 1.7712 | 0 | 4.6185 | 1.7712 | 0 | 4.6185 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 209773 | -342413 | 311127 | -41335 | -557027 | 286443 |
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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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