Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129015.7886 | 63759.0431 | 65256.7456 | 168732.0565 | 107630.4324 | 61101.6241 |
Total P&L (%) | 129.0158 | 63.759 | 65.2567 | 168.7321 | 107.6304 | 61.1016 |
Avg Daily Profit (%) | 0.4954 | 0.2448 | 0.2506 | 0.3803 | 0.2809 | 0.1833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60825 | -59085 | -22113 | -71707 | -56207 | -47975 |
Profit Factor | 1.4467 | 1.4138 | 1.4843 | 1.4438 | 1.5464 | 1.3335 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Profitability (%) | 38.8235 | 40 | 37.6471 | 38.8235 | 40 | 37.6471 |
Ratio Avg Win / Avg Loss | 2.2796 | 2.1206 | 2.4584 | 2.2751 | 2.3196 | 2.2086 |
Largest Winning Trade | 33481 | 33481 | 19255 | 37705 | 37705 | 27066 |
Largest Losing Trade | -8765 | -8140 | -8765 | -20372 | -11218 | -20372 |
Avg Bars in Trades | 144 | 153 | 136 | 144 | 153 | 136 |
Avg Bars in Winners | 232 | 226 | 238 | 232 | 226 | 238 |
Avg Bars in Losers | 89 | 103 | 75 | 89 | 103 | 75 |
Bars Traded | 24638 | 13007 | 11631 | 24638 | 13007 | 11631 |
Profit Streak | 9.1701 | 9.3993 | 9.1701 | 9.1701 | 9.3993 | 9.1701 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321622 | 179195 | 151184 | 285576 | 234461 | 87326 |
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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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