Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92810.3165 | 58130.9573 | 34679.3592 | 112782.5603 | 70548.0621 | 42234.4982 |
Total P&L (%) | 92.8103 | 58.131 | 34.6794 | 112.7826 | 70.5481 | 42.2345 |
Avg Daily Profit (%) | 0.3564 | 0.2232 | 0.1332 | 0.2904 | 0.2052 | 0.1354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60150 | -26207 | -44191 | -51140 | -21753 | -38305 |
Profit Factor | 1.4255 | 1.5694 | 1.2989 | 1.5174 | 1.7133 | 1.3547 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Losing Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Profitability (%) | 70.0508 | 73.4694 | 66.6667 | 70.0508 | 73.4694 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6095 | 0.5667 | 0.6495 | 0.6487 | 0.6187 | 0.6773 |
Largest Winning Trade | 11103 | 11103 | 8366 | 13098 | 13098 | 8614 |
Largest Losing Trade | -26153 | -14309 | -26153 | -26527 | -10091 | -26527 |
Avg Bars in Trades | 124 | 121 | 126 | 124 | 121 | 126 |
Avg Bars in Winners | 68 | 73 | 63 | 68 | 73 | 63 |
Avg Bars in Losers | 254 | 255 | 253 | 254 | 255 | 253 |
Bars Traded | 24467 | 11943 | 12524 | 24467 | 11943 | 12524 |
Profit Streak | 11.6248 | 11.6248 | 14.0519 | 11.6248 | 11.6248 | 14.0519 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431469 | 353251 | -17286 | 431371 | 390799 | -13328 |
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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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