Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95193.8754 | 38804.3547 | 56389.5207 | 138429.7791 | 42131.8731 | 96297.9059 |
Total P&L (%) | 95.1939 | 38.8044 | 56.3895 | 138.4298 | 42.1319 | 96.2979 |
Avg Daily Profit (%) | 1.0966 | 0.447 | 0.6496 | 1.006 | 0.4058 | 0.78 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38224 | -25061 | -19248 | -102407 | -66699 | -49908 |
Profit Factor | 1.9007 | 1.61 | 2.3402 | 1.5355 | 1.27 | 1.9397 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 70.2899 | 69.5652 | 71.0145 | 70.2899 | 69.5652 | 71.0145 |
Ratio Avg Win / Avg Loss | 0.8034 | 0.7044 | 0.9552 | 0.649 | 0.5556 | 0.7917 |
Largest Winning Trade | 10585 | 10585 | 8222 | 13908 | 13908 | 12830 |
Largest Losing Trade | -12863 | -12230 | -12863 | -35609 | -35609 | -29641 |
Avg Bars in Trades | 175 | 176 | 173 | 175 | 176 | 173 |
Avg Bars in Winners | 117 | 118 | 115 | 117 | 118 | 115 |
Avg Bars in Losers | 312 | 310 | 314 | 312 | 310 | 314 |
Bars Traded | 24159 | 12196 | 11963 | 24159 | 12196 | 11963 |
Profit Streak | 5.2128 | 14.1051 | 5.2128 | 5.2128 | 14.1051 | 5.2128 |
Trades During Streak | 10 | 8 | 5 | 10 | 8 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 598936 | -91727 | -86976 | 561020 | -93819 | -85727 |
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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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