Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76888.4423 | 47456.0059 | 29432.4364 | 80503.6196 | 47886.9356 | 32616.684 |
Total P&L (%) | 76.8884 | 47.456 | 29.4324 | 80.5036 | 47.8869 | 32.6167 |
Avg Daily Profit (%) | 0.2952 | 0.1822 | 0.113 | 0.227 | 0.1504 | 0.1085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42902 | -22519 | -25231 | -54743 | -31959 | -28044 |
Profit Factor | 1.3334 | 1.4055 | 1.2591 | 1.2702 | 1.3176 | 1.2216 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 67.3913 | 65.2174 | 69.5652 | 67.3913 | 65.2174 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.6452 | 0.7496 | 0.5509 | 0.6146 | 0.7027 | 0.5344 |
Largest Winning Trade | 9655 | 9655 | 7228 | 16910 | 16910 | 14763 |
Largest Losing Trade | -15766 | -15766 | -15024 | -20938 | -20938 | -17615 |
Avg Bars in Trades | 134 | 121 | 147 | 134 | 121 | 147 |
Avg Bars in Winners | 84 | 82 | 85 | 84 | 82 | 85 |
Avg Bars in Losers | 237 | 193 | 288 | 237 | 193 | 288 |
Bars Traded | 24720 | 11169 | 13551 | 24720 | 11169 | 13551 |
Profit Streak | 0 | 0 | 4.7812 | 0 | 0 | 4.7812 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319641 | 198646 | -45487 | 284748 | 170895 | -51514 |
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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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