Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80334.8548 | 49480.4022 | 30854.4526 | 88667.8097 | 54024.2632 | 34643.5464 |
Total P&L (%) | 80.3349 | 49.4804 | 30.8545 | 88.6678 | 54.0243 | 34.6435 |
Avg Daily Profit (%) | 0.3085 | 0.19 | 0.1185 | 0.2441 | 0.166 | 0.1143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42171 | -43125 | -22895 | -39725 | -40571 | -23287 |
Profit Factor | 1.3801 | 1.4248 | 1.3253 | 1.4344 | 1.5003 | 1.3604 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 58.6826 | 60.241 | 57.1429 | 58.6826 | 60.241 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.9717 | 0.9404 | 0.994 | 1.0099 | 0.9902 | 1.0203 |
Largest Winning Trade | 15191 | 15191 | 9618 | 14924 | 13755 | 14924 |
Largest Losing Trade | -19860 | -19860 | -10376 | -20516 | -20516 | -20300 |
Avg Bars in Trades | 146 | 141 | 151 | 146 | 141 | 151 |
Avg Bars in Winners | 119 | 119 | 118 | 119 | 119 | 118 |
Avg Bars in Losers | 185 | 173 | 195 | 185 | 173 | 195 |
Bars Traded | 24472 | 11726 | 12746 | 24472 | 11726 | 12746 |
Profit Streak | 2.929 | 3.679 | 2.929 | 2.929 | 3.679 | 2.929 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 263172 | 169086 | -41310 | 315292 | 189647 | -44680 |
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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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