Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94527.0905 | 70095.4483 | 24431.6422 | 53897.3577 | 85400.5804 | -31503.2227 |
Total P&L (%) | 94.5271 | 70.0954 | 24.4316 | 53.8974 | 85.4006 | -31.5032 |
Avg Daily Profit (%) | 0.355 | 0.2632 | 0.0917 | 0.162 | 0.2321 | -0.142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57880 | -26021 | -90994 | -94107 | -28305 | -142972 |
Profit Factor | 1.2214 | 1.4119 | 1.0952 | 1.1057 | 1.4585 | 0.9026 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 49.4318 | 46.5909 | 52.2727 | 49.4318 | 46.5909 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.2495 | 1.6185 | 0.9999 | 1.1312 | 1.6719 | 0.8241 |
Largest Winning Trade | 27100 | 27100 | 25449 | 29331 | 29331 | 27888 |
Largest Losing Trade | -28343 | -10928 | -28343 | -48088 | -12447 | -48088 |
Avg Bars in Trades | 70 | 69 | 71 | 70 | 69 | 71 |
Avg Bars in Winners | 85 | 87 | 83 | 85 | 87 | 83 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 12466 | 6134 | 6332 | 12466 | 6134 | 6332 |
Profit Streak | 273.8512 | 280.6845 | 273.8512 | 273.8512 | 280.6845 | 273.8512 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332819 | 301230 | -192365 | -97286 | 301913 | -581209 |
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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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