Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97016.5843 | 49082.5217 | 47934.0625 | 128133.4388 | 67267.3927 | 60866.0461 |
Total P&L (%) | 97.0166 | 49.0825 | 47.9341 | 128.1334 | 67.2674 | 60.866 |
Avg Daily Profit (%) | 0.3725 | 0.1885 | 0.1841 | 0.3172 | 0.1977 | 0.1827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27290 | -24123 | -16956 | -26782 | -23949 | -16614 |
Profit Factor | 1.4334 | 1.3616 | 1.5443 | 1.4735 | 1.4124 | 1.5661 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 68.7764 | 68.9076 | 68.6441 | 68.7764 | 68.9076 | 68.6441 |
Ratio Avg Win / Avg Loss | 0.6508 | 0.6144 | 0.7054 | 0.669 | 0.6373 | 0.7154 |
Largest Winning Trade | 10750 | 10750 | 6125 | 14726 | 14726 | 9737 |
Largest Losing Trade | -17549 | -17549 | -9799 | -15569 | -15569 | -14122 |
Avg Bars in Trades | 103 | 102 | 105 | 103 | 102 | 105 |
Avg Bars in Winners | 79 | 78 | 80 | 79 | 78 | 80 |
Avg Bars in Losers | 157 | 154 | 159 | 157 | 154 | 159 |
Bars Traded | 24563 | 12165 | 12398 | 24563 | 12165 | 12398 |
Profit Streak | 2.198 | 5.2917 | 2.198 | 2.198 | 5.2917 | 2.198 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343786 | 263566 | 171517 | 335572 | 321989 | 208602 |
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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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