Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94249.2522 | 48026.3186 | 46222.9335 | 120131.26 | 62645.2318 | 57486.0282 |
Total P&L (%) | 94.2493 | 48.0263 | 46.2229 | 120.1313 | 62.6452 | 57.486 |
Avg Daily Profit (%) | 0.2053 | 0.1046 | 0.1007 | 0.172 | 0.106 | 0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37794 | -10039 | -28934 | -54834 | -15137 | -41073 |
Profit Factor | 1.6433 | 1.8189 | 1.5261 | 1.6487 | 1.8449 | 1.5177 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Losing Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Profitability (%) | 53.3679 | 54.6392 | 52.0833 | 53.3679 | 54.6392 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.4359 | 1.51 | 1.404 | 1.4406 | 1.5317 | 1.3962 |
Largest Winning Trade | 32268 | 21956 | 32268 | 40977 | 36880 | 40977 |
Largest Losing Trade | -22110 | -6155 | -22110 | -32364 | -9765 | -32364 |
Avg Bars in Trades | 53 | 33 | 73 | 53 | 33 | 73 |
Avg Bars in Winners | 45 | 34 | 56 | 45 | 34 | 56 |
Avg Bars in Losers | 62 | 31 | 92 | 62 | 31 | 92 |
Bars Traded | 10304 | 3224 | 7080 | 10304 | 3224 | 7080 |
Profit Streak | 614.0712 | 614.0712 | 614.4046 | 614.0712 | 614.0712 | 614.4046 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421157 | -50879 | -58596 | 411294 | -47953 | -60089 |
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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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