Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71786.3164 | 41683.8058 | 30102.5106 | 61261.9664 | 29112.0588 | 32149.9076 |
Total P&L (%) | 71.7863 | 41.6838 | 30.1025 | 61.262 | 29.1121 | 32.1499 |
Avg Daily Profit (%) | 0.8269 | 0.4802 | 0.3468 | 0.552 | 0.2948 | 0.3216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45658 | -38383 | -29304 | -95522 | -80600 | -54210 |
Profit Factor | 1.3156 | 1.3372 | 1.2898 | 1.1451 | 1.135 | 1.1556 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 58.6022 | 54.8387 | 62.3656 | 58.6022 | 54.8387 | 62.3656 |
Ratio Avg Win / Avg Loss | 0.9293 | 1.1013 | 0.7783 | 0.8089 | 0.9347 | 0.6973 |
Largest Winning Trade | 31608 | 31608 | 11570 | 35438 | 35438 | 20883 |
Largest Losing Trade | -29199 | -14488 | -29199 | -54087 | -21360 | -54087 |
Avg Bars in Trades | 132 | 153 | 111 | 132 | 153 | 111 |
Avg Bars in Winners | 105 | 121 | 90 | 105 | 121 | 90 |
Avg Bars in Losers | 171 | 192 | 144 | 171 | 192 | 144 |
Bars Traded | 24629 | 14295 | 10335 | 24629 | 14295 | 10335 |
Profit Streak | 0.8361 | 2.0722 | 0.8361 | 0.8361 | 2.0722 | 0.8361 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312316 | 166345 | 12823 | -55159 | -72054 | -49082 |
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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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