Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147488.6576 | 72498.8625 | 74989.7951 | 270676.5619 | 127006.9314 | 143669.6305 |
Total P&L (%) | 147.4887 | 72.4989 | 74.9898 | 270.6766 | 127.0069 | 143.6696 |
Avg Daily Profit (%) | 0.5663 | 0.2784 | 0.288 | 0.5044 | 0.3153 | 0.3426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34533 | -24556 | -19419 | -53828 | -41651 | -38654 |
Profit Factor | 1.75 | 1.6745 | 1.841 | 1.7401 | 1.6377 | 1.8625 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 70.1754 | 72.093 | 68.2353 | 70.1754 | 72.093 | 68.2353 |
Ratio Avg Win / Avg Loss | 0.7437 | 0.6482 | 0.857 | 0.7395 | 0.6339 | 0.867 |
Largest Winning Trade | 12455 | 12455 | 7719 | 22481 | 22481 | 16015 |
Largest Losing Trade | -18272 | -18272 | -12133 | -26309 | -24335 | -26309 |
Avg Bars in Trades | 142 | 139 | 145 | 142 | 139 | 145 |
Avg Bars in Winners | 87 | 90 | 84 | 87 | 90 | 84 |
Avg Bars in Losers | 269 | 263 | 275 | 269 | 263 | 275 |
Bars Traded | 24304 | 11962 | 12341 | 24304 | 11962 | 12341 |
Profit Streak | 2.832 | 2.832 | 15.4779 | 2.832 | 2.832 | 15.4779 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452531 | 316853 | 415837 | 432768 | 325651 | 434138 |
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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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