Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165796.2475 | 80832.5659 | 84963.6816 | 353185.8212 | 176943.4912 | 176242.33 |
Total P&L (%) | 165.7962 | 80.8326 | 84.9637 | 353.1858 | 176.9435 | 176.2423 |
Avg Daily Profit (%) | 0.6366 | 0.3104 | 0.3263 | 0.582 | 0.3919 | 0.3909 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27420 | -17809 | -17919 | -37649 | -35950 | -51667 |
Profit Factor | 1.9243 | 1.8231 | 2.0469 | 1.9311 | 1.8661 | 2.0068 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 134 | 68 | 66 | 134 | 68 | 66 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 74.0331 | 74.7253 | 73.3333 | 74.0331 | 74.7253 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.675 | 0.6166 | 0.7443 | 0.6773 | 0.6312 | 0.7298 |
Largest Winning Trade | 12671 | 12671 | 7515 | 26169 | 26169 | 18711 |
Largest Losing Trade | -14634 | -14634 | -12553 | -29736 | -21348 | -29736 |
Avg Bars in Trades | 134 | 134 | 134 | 134 | 134 | 134 |
Avg Bars in Winners | 89 | 91 | 87 | 89 | 91 | 87 |
Avg Bars in Losers | 262 | 262 | 263 | 262 | 262 | 263 |
Bars Traded | 24311 | 12250 | 12061 | 24311 | 12250 | 12061 |
Profit Streak | 3.4777 | 3.4777 | 16.1131 | 3.4777 | 3.4777 | 16.1131 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527442 | 371533 | 467824 | 511081 | 399610 | 484946 |
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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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