Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38249.6133 | 22434.5149 | 15815.0984 | 29979.8115 | 6776.6488 | 23203.1627 |
Total P&L (%) | 38.2496 | 22.4345 | 15.8151 | 29.9798 | 6.7766 | 23.2032 |
Avg Daily Profit (%) | 0.7344 | 0.4308 | 0.3037 | 0.5047 | 0.126 | 0.4015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33626 | -30650 | -25399 | -51841 | -47553 | -32015 |
Profit Factor | 1.2241 | 1.2755 | 1.1772 | 1.1271 | 1.057 | 1.1984 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 54.3011 | 50.5376 | 58.0645 | 54.3011 | 50.5376 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.0302 | 1.2483 | 0.8502 | 0.9486 | 1.0345 | 0.8655 |
Largest Winning Trade | 28700 | 28700 | 10577 | 24981 | 24981 | 11849 |
Largest Losing Trade | -17561 | -11905 | -17561 | -22538 | -16735 | -22538 |
Avg Bars in Trades | 132 | 86 | 177 | 132 | 86 | 177 |
Avg Bars in Winners | 127 | 81 | 166 | 127 | 81 | 166 |
Avg Bars in Losers | 137 | 91 | 192 | 137 | 91 | 192 |
Bars Traded | 24568 | 8040 | 16528 | 24568 | 8040 | 16528 |
Profit Streak | 2.9228 | 2.9228 | 3.1103 | 2.9228 | 2.9228 | 3.1103 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307906 | 26918 | -30333 | -76124 | -351948 | -1266 |
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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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