Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81913.4841 | 51057.5289 | 30855.9551 | 95646.5627 | 58835.6176 | 36810.9451 |
Total P&L (%) | 81.9135 | 51.0575 | 30.856 | 95.6466 | 58.8356 | 36.8109 |
Avg Daily Profit (%) | 0.3145 | 0.1961 | 0.1185 | 0.258 | 0.1778 | 0.1204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43358 | -22142 | -33637 | -39020 | -22529 | -31203 |
Profit Factor | 1.4183 | 1.5668 | 1.2918 | 1.4542 | 1.613 | 1.3212 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 66.1376 | 65.9574 | 66.3158 | 66.1376 | 65.9574 | 66.3158 |
Ratio Avg Win / Avg Loss | 0.7262 | 0.8087 | 0.6562 | 0.7445 | 0.8325 | 0.6711 |
Largest Winning Trade | 10346 | 10346 | 8101 | 10849 | 10849 | 10451 |
Largest Losing Trade | -23575 | -14511 | -23575 | -23687 | -11960 | -23687 |
Avg Bars in Trades | 129 | 129 | 129 | 129 | 129 | 129 |
Avg Bars in Winners | 92 | 95 | 89 | 92 | 95 | 89 |
Avg Bars in Losers | 201 | 194 | 209 | 201 | 194 | 209 |
Bars Traded | 24446 | 12143 | 12303 | 24446 | 12143 | 12303 |
Profit Streak | 11.3083 | 11.3083 | 13.7979 | 11.3083 | 11.3083 | 13.7979 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397331 | 292001 | -37299 | 387833 | 313268 | -34000 |
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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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