Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130048.5648 | 58789.9013 | 71258.6635 | 130176.1361 | 54003.1233 | 76173.0128 |
Total P&L (%) | 130.0486 | 58.7899 | 71.2587 | 130.1761 | 54.0031 | 76.173 |
Avg Daily Profit (%) | 0.4994 | 0.2258 | 0.2736 | 0.3206 | 0.1659 | 0.2177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54027 | -46134 | -25870 | -58342 | -48857 | -32776 |
Profit Factor | 1.3466 | 1.3016 | 1.3953 | 1.2877 | 1.2286 | 1.3523 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 111 | 60 | 51 | 111 | 60 | 51 |
Profitability (%) | 41.2698 | 36.1702 | 46.3158 | 41.2698 | 36.1702 | 46.3158 |
Ratio Avg Win / Avg Loss | 1.9163 | 2.2969 | 1.6173 | 1.8325 | 2.1681 | 1.5674 |
Largest Winning Trade | 59425 | 59425 | 17454 | 79360 | 79360 | 30503 |
Largest Losing Trade | -12306 | -12306 | -10153 | -12699 | -12699 | -12496 |
Avg Bars in Trades | 127 | 120 | 134 | 127 | 120 | 134 |
Avg Bars in Winners | 214 | 218 | 211 | 214 | 218 | 211 |
Avg Bars in Losers | 67 | 65 | 69 | 67 | 65 | 69 |
Bars Traded | 24174 | 11352 | 12822 | 24174 | 11352 | 12822 |
Profit Streak | 4.9111 | 0 | 11.9736 | 4.9111 | 0 | 11.9736 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305729 | 43970 | 302904 | 237767 | -54 | 276219 |
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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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