Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96239.0165 | 62868.8409 | 33370.1756 | 120322.4305 | 93781.1003 | 26541.3302 |
Total P&L (%) | 96.239 | 62.8688 | 33.3702 | 120.3224 | 93.7811 | 26.5413 |
Avg Daily Profit (%) | 0.3696 | 0.2414 | 0.1281 | 0.3038 | 0.2544 | 0.0904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22205 | -39050 | -25282 | -26235 | -37676 | -28171 |
Profit Factor | 1.4391 | 1.4987 | 1.3583 | 1.4463 | 1.6295 | 1.2201 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 49.635 | 50 | 49.2754 | 49.635 | 50 | 49.2754 |
Ratio Avg Win / Avg Loss | 1.4602 | 1.4987 | 1.3982 | 1.4676 | 1.6295 | 1.2559 |
Largest Winning Trade | 18476 | 18476 | 13505 | 20615 | 20615 | 11542 |
Largest Losing Trade | -13479 | -13479 | -6117 | -13881 | -13881 | -10443 |
Avg Bars in Trades | 179 | 252 | 107 | 179 | 252 | 107 |
Avg Bars in Winners | 219 | 305 | 134 | 219 | 305 | 134 |
Avg Bars in Losers | 139 | 199 | 80 | 139 | 199 | 80 |
Bars Traded | 24587 | 17173 | 7414 | 24587 | 17173 | 7414 |
Profit Streak | 7.2877 | 7.2877 | 7.3919 | 7.2877 | 7.2877 | 7.3919 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374227 | -101096 | -126815 | 355588 | -98723 | -178543 |
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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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