Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162479.9934 | 81485.9151 | 80994.0783 | 348237.7088 | 179488.5504 | 168749.1584 |
Total P&L (%) | 162.48 | 81.4859 | 80.9941 | 348.2377 | 179.4886 | 168.7492 |
Avg Daily Profit (%) | 0.6239 | 0.3129 | 0.311 | 0.5777 | 0.3954 | 0.3803 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16277 | -15306 | -15542 | -29328 | -29329 | -32998 |
Profit Factor | 2.1074 | 2.0888 | 2.1269 | 2.1235 | 2.1127 | 2.1352 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 74.6988 | 74.6988 | 74.6988 | 74.6988 | 74.6988 | 74.6988 |
Ratio Avg Win / Avg Loss | 0.7138 | 0.7075 | 0.7204 | 0.7192 | 0.7156 | 0.7232 |
Largest Winning Trade | 10969 | 10969 | 9245 | 25053 | 25053 | 22366 |
Largest Losing Trade | -13743 | -13397 | -13743 | -29328 | -29328 | -23041 |
Avg Bars in Trades | 145 | 148 | 143 | 145 | 148 | 143 |
Avg Bars in Winners | 87 | 90 | 83 | 87 | 90 | 83 |
Avg Bars in Losers | 318 | 316 | 321 | 318 | 316 | 321 |
Bars Traded | 24207 | 12291 | 11915 | 24207 | 12291 | 11915 |
Profit Streak | 7.9803 | 7.9803 | 21.3241 | 7.9803 | 7.9803 | 21.3241 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 603168 | 455907 | 473246 | 590067 | 482970 | 495152 |
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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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