Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111408.4323 | 67495.4807 | 43912.9517 | 122825.6483 | 98025.2075 | 24800.4408 |
Total P&L (%) | 111.4084 | 67.4955 | 43.913 | 122.8256 | 98.0252 | 24.8004 |
Avg Daily Profit (%) | 0.802 | 0.4859 | 0.3161 | 0.5785 | 0.4931 | 0.1596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51271 | -28740 | -45357 | -75474 | -24288 | -67738 |
Profit Factor | 1.4399 | 1.5977 | 1.313 | 1.3779 | 1.7976 | 1.1227 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 56.5934 | 56.044 | 57.1429 | 56.5934 | 56.044 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1044 | 1.2531 | 0.9848 | 1.0568 | 1.4099 | 0.842 |
Largest Winning Trade | 25189 | 25189 | 12954 | 29344 | 29344 | 15694 |
Largest Losing Trade | -32973 | -13609 | -32973 | -47487 | -11321 | -47487 |
Avg Bars in Trades | 71 | 72 | 71 | 71 | 72 | 71 |
Avg Bars in Winners | 61 | 60 | 61 | 61 | 60 | 61 |
Avg Bars in Losers | 85 | 88 | 83 | 85 | 88 | 83 |
Bars Traded | 13085 | 6603 | 6482 | 13085 | 6603 | 6482 |
Profit Streak | 123.6072 | 123.6489 | 0 | 123.6072 | 123.6489 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514170 | 398067 | 146498 | 432283 | 420530 | -84822 |
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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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