Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87867.7037 | 44392.0001 | 43475.7036 | 63471.3422 | 29604.1024 | 33867.2398 |
Total P&L (%) | 87.8677 | 44.392 | 43.4757 | 63.4713 | 29.6041 | 33.8672 |
Avg Daily Profit (%) | 0.3374 | 0.1705 | 0.1669 | 0.1889 | 0.0996 | 0.1121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97840 | -32518 | -86609 | -107530 | -45148 | -88637 |
Profit Factor | 1.2494 | 1.2529 | 1.2458 | 1.1557 | 1.1385 | 1.1746 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 60.8696 | 58.2609 | 63.4783 | 60.8696 | 58.2609 | 63.4783 |
Ratio Avg Win / Avg Loss | 0.8032 | 0.8976 | 0.7168 | 0.7429 | 0.8156 | 0.6758 |
Largest Winning Trade | 41500 | 30791 | 41500 | 38484 | 38484 | 36657 |
Largest Losing Trade | -30912 | -13002 | -30912 | -26686 | -18640 | -26686 |
Avg Bars in Trades | 108 | 106 | 109 | 108 | 106 | 109 |
Avg Bars in Winners | 72 | 72 | 73 | 72 | 72 | 73 |
Avg Bars in Losers | 162 | 154 | 172 | 162 | 154 | 172 |
Bars Traded | 24852 | 12274 | 12578 | 24852 | 12274 | 12578 |
Profit Streak | 7.7257 | 7.7257 | 8.9861 | 7.7257 | 7.7257 | 8.9861 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355637 | 170990 | 190530 | -40903 | -131883 | -74543 |
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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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