Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34774.9993 | 11888.0204 | 22886.9789 | 37195.3042 | 10701.8433 | 26493.4609 |
Total P&L (%) | 34.775 | 11.888 | 22.887 | 37.1953 | 10.7018 | 26.4935 |
Avg Daily Profit (%) | 0.6677 | 0.2283 | 0.4395 | 0.6091 | 0.1954 | 0.4523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17217 | -18444 | -9685 | -24423 | -25282 | -12591 |
Profit Factor | 1.3976 | 1.2385 | 1.6083 | 1.3174 | 1.1594 | 1.5295 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 63.9706 | 64.7059 | 63.2353 | 63.9706 | 64.7059 | 63.2353 |
Ratio Avg Win / Avg Loss | 0.7871 | 0.6755 | 0.9351 | 0.742 | 0.6324 | 0.8892 |
Largest Winning Trade | 4917 | 4917 | 3553 | 6822 | 6822 | 4458 |
Largest Losing Trade | -10081 | -10081 | -4236 | -14099 | -14099 | -6033 |
Avg Bars in Trades | 173 | 177 | 169 | 173 | 177 | 169 |
Avg Bars in Winners | 119 | 112 | 125 | 119 | 112 | 125 |
Avg Bars in Losers | 269 | 295 | 244 | 269 | 295 | 244 |
Bars Traded | 23571 | 12057 | 11514 | 23571 | 12057 | 11514 |
Profit Streak | 12.6896 | 13.7354 | 12.6896 | 12.6896 | 13.7354 | 12.6896 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339114 | -209111 | -103383 | 301177 | -291476 | -102456 |
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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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