Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126071.1263 | 62212.4372 | 63858.6891 | 200470.3518 | 99653.1432 | 100817.2086 |
Total P&L (%) | 126.0711 | 62.2124 | 63.8587 | 200.4704 | 99.6531 | 100.8172 |
Avg Daily Profit (%) | 0.4841 | 0.2389 | 0.2452 | 0.4234 | 0.2659 | 0.2681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33611 | -24337 | -21693 | -30219 | -27539 | -20335 |
Profit Factor | 1.6557 | 1.5494 | 1.8081 | 1.7921 | 1.6736 | 1.9588 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 72.4551 | 72.619 | 72.2892 | 72.4551 | 72.619 | 72.2892 |
Ratio Avg Win / Avg Loss | 0.6294 | 0.5842 | 0.6931 | 0.6813 | 0.631 | 0.7509 |
Largest Winning Trade | 10629 | 10629 | 7183 | 18248 | 18248 | 14361 |
Largest Losing Trade | -19893 | -19893 | -11290 | -19179 | -16938 | -19179 |
Avg Bars in Trades | 147 | 144 | 149 | 147 | 144 | 149 |
Avg Bars in Winners | 104 | 105 | 102 | 104 | 105 | 102 |
Avg Bars in Losers | 260 | 247 | 273 | 260 | 247 | 273 |
Bars Traded | 24557 | 12118 | 12439 | 24557 | 12118 | 12439 |
Profit Streak | 1.498 | 5.0188 | 0 | 1.498 | 5.0188 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370149 | 361627 | 348837 | 360934 | 404870 | 381084 |
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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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