Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111303.3326 | 54158.5391 | 57144.7935 | 165539.5281 | 79337.3438 | 86202.1843 |
Total P&L (%) | 111.3033 | 54.1585 | 57.1448 | 165.5395 | 79.3373 | 86.2022 |
Avg Daily Profit (%) | 0.4274 | 0.208 | 0.2194 | 0.3757 | 0.2245 | 0.239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31515 | -20322 | -21310 | -28067 | -21746 | -28397 |
Profit Factor | 1.5583 | 1.5069 | 1.6175 | 1.6024 | 1.5349 | 1.6816 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 70.9845 | 73.1959 | 68.75 | 70.9845 | 73.1959 | 68.75 |
Ratio Avg Win / Avg Loss | 0.637 | 0.5518 | 0.7352 | 0.655 | 0.5621 | 0.7644 |
Largest Winning Trade | 11467 | 11467 | 8366 | 17606 | 17606 | 10963 |
Largest Losing Trade | -14751 | -14751 | -12305 | -20115 | -20115 | -19951 |
Avg Bars in Trades | 127 | 125 | 128 | 127 | 125 | 128 |
Avg Bars in Winners | 70 | 72 | 67 | 70 | 72 | 67 |
Avg Bars in Losers | 265 | 270 | 261 | 265 | 270 | 261 |
Bars Traded | 24526 | 12219 | 12307 | 24526 | 12219 | 12307 |
Profit Streak | 0.4281 | 4.001 | 0 | 0.4281 | 4.001 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301550 | 293408 | 296256 | 294995 | 342680 | 337580 |
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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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