Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57801.2323 | 37236.6078 | 20564.6245 | 47322.49 | 50327.0871 | -3004.5971 |
Total P&L (%) | 57.8012 | 37.2366 | 20.5646 | 47.3225 | 50.3271 | -3.0046 |
Avg Daily Profit (%) | 0.4161 | 0.2681 | 0.148 | 0.2793 | 0.2939 | -0.022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32098 | -26669 | -33014 | -55834 | -29563 | -57025 |
Profit Factor | 1.2392 | 1.3393 | 1.156 | 1.1567 | 1.3999 | 0.9829 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Losing Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Profitability (%) | 66.3158 | 68.4211 | 64.2105 | 66.3158 | 68.4211 | 64.2105 |
Ratio Avg Win / Avg Loss | 0.6295 | 0.6181 | 0.6443 | 0.5875 | 0.6461 | 0.5479 |
Largest Winning Trade | 10644 | 8778 | 10644 | 10747 | 9499 | 10747 |
Largest Losing Trade | -22547 | -17855 | -22547 | -40744 | -16773 | -40744 |
Avg Bars in Trades | 68 | 71 | 66 | 68 | 71 | 66 |
Avg Bars in Winners | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Losers | 109 | 126 | 94 | 109 | 126 | 94 |
Bars Traded | 13094 | 6816 | 6278 | 13094 | 6816 | 6278 |
Profit Streak | 144.0521 | 144.0625 | 144.0521 | 144.0521 | 144.0625 | 144.0521 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337708 | 213752 | -51941 | -40438 | 276668 | -580167 |
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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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