Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116028.399 | 65991.0321 | 50037.3669 | 173950.0968 | 103751.9828 | 70198.1141 |
Total P&L (%) | 116.0284 | 65.991 | 50.0374 | 173.9501 | 103.752 | 70.1981 |
Avg Daily Profit (%) | 0.4455 | 0.2534 | 0.1921 | 0.3877 | 0.2737 | 0.2044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25873 | -16366 | -17813 | -41391 | -30486 | -31269 |
Profit Factor | 1.5901 | 1.6383 | 1.5367 | 1.5704 | 1.666 | 1.4706 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 69.697 | 69.5122 | 69.8795 | 69.697 | 69.5122 | 69.8795 |
Ratio Avg Win / Avg Loss | 0.6913 | 0.7185 | 0.6624 | 0.6828 | 0.7307 | 0.6339 |
Largest Winning Trade | 13507 | 13507 | 7935 | 18443 | 18443 | 10968 |
Largest Losing Trade | -16179 | -16179 | -10375 | -21900 | -16764 | -21900 |
Avg Bars in Trades | 148 | 139 | 156 | 148 | 139 | 156 |
Avg Bars in Winners | 105 | 101 | 109 | 105 | 101 | 109 |
Avg Bars in Losers | 246 | 226 | 265 | 246 | 226 | 265 |
Bars Traded | 24452 | 11467 | 12985 | 24452 | 11467 | 12985 |
Profit Streak | 3.2446 | 10.9633 | 3.2446 | 3.2446 | 10.9633 | 3.2446 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412941 | 238176 | 226673 | 390817 | 255959 | 263822 |
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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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