Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83480.9785 | 54214.4752 | 29266.5033 | 84128.7607 | 46195.6388 | 37933.122 |
Total P&L (%) | 83.481 | 54.2145 | 29.2665 | 84.1288 | 46.1956 | 37.9331 |
Avg Daily Profit (%) | 0.3206 | 0.2082 | 0.1124 | 0.2347 | 0.1459 | 0.1236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63315 | -32481 | -38863 | -50808 | -23937 | -33168 |
Profit Factor | 1.2726 | 1.3473 | 1.195 | 1.2645 | 1.2885 | 1.2402 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Losing Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Profitability (%) | 56.6524 | 56.8966 | 56.4103 | 56.6524 | 56.8966 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.9737 | 1.0207 | 0.9234 | 0.9675 | 0.9761 | 0.9583 |
Largest Winning Trade | 13598 | 13598 | 8920 | 12566 | 11010 | 12566 |
Largest Losing Trade | -25300 | -25300 | -18717 | -18759 | -17086 | -18759 |
Avg Bars in Trades | 105 | 98 | 112 | 105 | 98 | 112 |
Avg Bars in Winners | 111 | 109 | 114 | 111 | 109 | 114 |
Avg Bars in Losers | 96 | 83 | 109 | 96 | 83 | 109 |
Bars Traded | 24524 | 11398 | 13126 | 24524 | 11398 | 13126 |
Profit Streak | 8.3823 | 9.4552 | 8.3823 | 8.3823 | 9.4552 | 8.3823 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330728 | 265458 | -53548 | 302519 | -1184 | -32084 |
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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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