Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73830.9415 | 46839.6068 | 26991.3347 | 73331.742 | 51751.372 | 21580.3699 |
Total P&L (%) | 73.8309 | 46.8396 | 26.9913 | 73.3317 | 51.7514 | 21.5804 |
Avg Daily Profit (%) | 0.2835 | 0.1799 | 0.1036 | 0.2114 | 0.1603 | 0.0751 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37086 | -23839 | -24346 | -34861 | -23753 | -32957 |
Profit Factor | 1.3045 | 1.3855 | 1.2231 | 1.2391 | 1.3492 | 1.1362 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Losing Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Profitability (%) | 62.4339 | 65.9574 | 58.9474 | 62.4339 | 65.9574 | 58.9474 |
Ratio Avg Win / Avg Loss | 0.7849 | 0.7151 | 0.8518 | 0.7456 | 0.6964 | 0.7913 |
Largest Winning Trade | 15536 | 15536 | 8436 | 17466 | 17466 | 9547 |
Largest Losing Trade | -23383 | -23383 | -12182 | -22024 | -21826 | -22024 |
Avg Bars in Trades | 129 | 121 | 138 | 129 | 121 | 138 |
Avg Bars in Winners | 93 | 91 | 95 | 93 | 91 | 95 |
Avg Bars in Losers | 189 | 178 | 198 | 189 | 178 | 198 |
Bars Traded | 24529 | 11408 | 13121 | 24529 | 11408 | 13121 |
Profit Streak | 4.0595 | 11.6011 | 4.0595 | 4.0595 | 11.6011 | 4.0595 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314986 | 251804 | -60283 | 278429 | 252103 | -171177 |
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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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