Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120623.6297 | 56077.6663 | 64545.9633 | 182444.8815 | 83379.854 | 99065.0275 |
Total P&L (%) | 120.6236 | 56.0777 | 64.546 | 182.4449 | 83.3799 | 99.065 |
Avg Daily Profit (%) | 0.4632 | 0.2153 | 0.2479 | 0.3995 | 0.2331 | 0.2647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22310 | -26675 | -19101 | -39362 | -37391 | -36762 |
Profit Factor | 1.5666 | 1.4951 | 1.648 | 1.5217 | 1.4703 | 1.5744 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 137 | 72 | 65 | 137 | 72 | 65 |
Losing Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Profitability (%) | 69.1919 | 72.7273 | 65.6566 | 69.1919 | 72.7273 | 65.6566 |
Ratio Avg Win / Avg Loss | 0.6975 | 0.5607 | 0.862 | 0.6775 | 0.5514 | 0.8236 |
Largest Winning Trade | 19875 | 12656 | 19875 | 46829 | 19796 | 46829 |
Largest Losing Trade | -15750 | -15750 | -12823 | -28332 | -19256 | -28332 |
Avg Bars in Trades | 124 | 118 | 130 | 124 | 118 | 130 |
Avg Bars in Winners | 77 | 77 | 76 | 77 | 77 | 76 |
Avg Bars in Losers | 232 | 227 | 235 | 232 | 227 | 235 |
Bars Traded | 24703 | 11741 | 12962 | 24703 | 11741 | 12962 |
Profit Streak | 2.2488 | 2.2488 | 6.5509 | 2.2488 | 2.2488 | 6.5509 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397364 | 220462 | 367474 | 367877 | 253900 | 376797 |
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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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