Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107838.6572 | 68743.9124 | 39094.7448 | 131950.2998 | 94967.7924 | 36982.5074 |
Total P&L (%) | 107.8387 | 68.7439 | 39.0947 | 131.9503 | 94.9678 | 36.9825 |
Avg Daily Profit (%) | 0.4141 | 0.264 | 0.1501 | 0.3236 | 0.2567 | 0.1209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36657 | -38252 | -32717 | -53963 | -49930 | -48919 |
Profit Factor | 1.4428 | 1.5465 | 1.3319 | 1.3686 | 1.5273 | 1.208 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 41.7266 | 39.1304 | 44.2857 | 41.7266 | 39.1304 | 44.2857 |
Ratio Avg Win / Avg Loss | 2.0149 | 2.4057 | 1.6757 | 1.9114 | 2.3759 | 1.5197 |
Largest Winning Trade | 32995 | 32995 | 16583 | 35064 | 35064 | 20607 |
Largest Losing Trade | -10241 | -10241 | -9497 | -14836 | -14836 | -13297 |
Avg Bars in Trades | 176 | 178 | 173 | 176 | 178 | 173 |
Avg Bars in Winners | 266 | 284 | 251 | 266 | 284 | 251 |
Avg Bars in Losers | 111 | 110 | 112 | 111 | 110 | 112 |
Bars Traded | 24489 | 12330 | 12159 | 24489 | 12330 | 12159 |
Profit Streak | 7.1279 | 8.305 | 7.1279 | 7.1279 | 8.305 | 7.1279 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303262 | -96122 | -91110 | 259112 | -96218 | -130844 |
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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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