Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133863.2843 | 78752.4313 | 55110.8529 | 193807.4891 | 149223.3629 | 44584.1262 |
Total P&L (%) | 133.8633 | 78.7524 | 55.1109 | 193.8075 | 149.2234 | 44.5841 |
Avg Daily Profit (%) | 0.9637 | 0.5669 | 0.3967 | 0.7789 | 0.6596 | 0.2658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34350 | -13897 | -42019 | -76220 | -14650 | -74308 |
Profit Factor | 1.6263 | 2.0367 | 1.4 | 1.563 | 2.4212 | 1.1863 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Profitability (%) | 56.7708 | 58.3333 | 55.2083 | 56.7708 | 58.3333 | 55.2083 |
Ratio Avg Win / Avg Loss | 1.2384 | 1.4548 | 1.1359 | 1.1902 | 1.7294 | 0.9625 |
Largest Winning Trade | 13467 | 11137 | 13467 | 27786 | 27786 | 21531 |
Largest Losing Trade | -33566 | -8358 | -33566 | -67709 | -8618 | -67709 |
Avg Bars in Trades | 67 | 34 | 100 | 67 | 34 | 100 |
Avg Bars in Winners | 61 | 36 | 87 | 61 | 36 | 87 |
Avg Bars in Losers | 75 | 32 | 115 | 75 | 32 | 115 |
Bars Traded | 12941 | 3337 | 9604 | 12941 | 3337 | 9604 |
Profit Streak | 132.415 | 132.415 | 133.4254 | 132.415 | 132.415 | 133.4254 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573151 | 471118 | 294108 | 551563 | 566326 | -11681 |
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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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