Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126642.746 | 74595.3752 | 52047.3708 | 205247.1065 | 120762.4159 | 84484.6906 |
Total P&L (%) | 126.6427 | 74.5954 | 52.0474 | 205.2471 | 120.7624 | 84.4847 |
Avg Daily Profit (%) | 0.4863 | 0.2864 | 0.1999 | 0.4294 | 0.3046 | 0.2354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45895 | -20970 | -27340 | -41282 | -21040 | -27311 |
Profit Factor | 1.7094 | 1.8858 | 1.5519 | 1.8301 | 2.0684 | 1.6294 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 71.3514 | 71.7391 | 70.9677 | 71.3514 | 71.7391 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.6864 | 0.7429 | 0.6349 | 0.7348 | 0.8148 | 0.6666 |
Largest Winning Trade | 10136 | 10136 | 6942 | 19731 | 19731 | 18675 |
Largest Losing Trade | -21708 | -15800 | -21708 | -22446 | -15466 | -22446 |
Avg Bars in Trades | 132 | 127 | 137 | 132 | 127 | 137 |
Avg Bars in Winners | 94 | 92 | 96 | 94 | 92 | 96 |
Avg Bars in Losers | 226 | 216 | 236 | 226 | 216 | 236 |
Bars Traded | 24449 | 11689 | 12760 | 24449 | 11689 | 12760 |
Profit Streak | 12.457 | 18.0612 | 12.457 | 12.457 | 18.0612 | 12.457 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519819 | 433038 | 315286 | 510705 | 451297 | 381934 |
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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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