Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129924.3914 | 74900.1072 | 55024.2842 | 215027.7499 | 128691.9815 | 86335.7683 |
Total P&L (%) | 129.9244 | 74.9001 | 55.0243 | 215.0278 | 128.692 | 86.3358 |
Avg Daily Profit (%) | 0.4989 | 0.2876 | 0.2113 | 0.4416 | 0.3181 | 0.2393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37126 | -23694 | -24156 | -35950 | -30377 | -36515 |
Profit Factor | 1.6832 | 1.7746 | 1.5887 | 1.7506 | 1.9557 | 1.5686 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 119 | 64 | 55 | 119 | 64 | 55 |
Losing Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Profitability (%) | 66.1111 | 71.1111 | 61.1111 | 66.1111 | 71.1111 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.8628 | 0.7209 | 1.011 | 0.8974 | 0.7945 | 0.9982 |
Largest Winning Trade | 11537 | 11537 | 7513 | 19734 | 19734 | 11667 |
Largest Losing Trade | -16532 | -16532 | -10237 | -35689 | -20692 | -35689 |
Avg Bars in Trades | 136 | 126 | 147 | 136 | 126 | 147 |
Avg Bars in Winners | 109 | 110 | 108 | 109 | 110 | 108 |
Avg Bars in Losers | 190 | 167 | 207 | 190 | 167 | 207 |
Bars Traded | 24650 | 11399 | 13250 | 24650 | 11399 | 13250 |
Profit Streak | 0.9745 | 11.5578 | 0 | 0.9745 | 11.5578 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332455 | 426075 | 298747 | 319502 | 448050 | 278886 |
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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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