Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84940.8362 | 53449.5471 | 31491.2892 | 91469.9852 | 49656.9486 | 41813.0365 |
Total P&L (%) | 84.9408 | 53.4495 | 31.4913 | 91.47 | 49.6569 | 41.813 |
Avg Daily Profit (%) | 0.3262 | 0.2052 | 0.1209 | 0.2497 | 0.1549 | 0.1342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34654 | -41672 | -14995 | -33432 | -43435 | -20197 |
Profit Factor | 1.3497 | 1.3694 | 1.3208 | 1.3405 | 1.3082 | 1.3889 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 65.9574 | 65.9574 | 65.9574 | 65.9574 | 65.9574 | 65.9574 |
Ratio Avg Win / Avg Loss | 0.6966 | 0.7068 | 0.6817 | 0.6919 | 0.6752 | 0.7169 |
Largest Winning Trade | 13254 | 13254 | 6998 | 12987 | 12987 | 10839 |
Largest Losing Trade | -25991 | -25991 | -12856 | -24491 | -24491 | -12946 |
Avg Bars in Trades | 129 | 132 | 126 | 129 | 132 | 126 |
Avg Bars in Winners | 101 | 107 | 95 | 101 | 107 | 95 |
Avg Bars in Losers | 184 | 182 | 187 | 184 | 182 | 187 |
Bars Traded | 24374 | 12470 | 11904 | 24374 | 12470 | 11904 |
Profit Streak | 6.0207 | 0 | 17.5936 | 6.0207 | 0 | 17.5936 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351906 | 217847 | -33746 | 326359 | 179531 | -14665 |
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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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