Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121742.2644 | 59353.3136 | 62388.9508 | 188962.227 | 92749.6646 | 96212.5624 |
Total P&L (%) | 121.7423 | 59.3533 | 62.389 | 188.9622 | 92.7497 | 96.2126 |
Avg Daily Profit (%) | 0.4675 | 0.2279 | 0.2396 | 0.4083 | 0.2523 | 0.2592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24981 | -17886 | -19217 | -47337 | -31320 | -39892 |
Profit Factor | 1.6171 | 1.5502 | 1.6978 | 1.5511 | 1.5033 | 1.6067 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 70.3488 | 73.2558 | 67.4419 | 70.3488 | 73.2558 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.6816 | 0.5659 | 0.8196 | 0.6538 | 0.5488 | 0.7757 |
Largest Winning Trade | 11031 | 11031 | 8394 | 21360 | 21360 | 12833 |
Largest Losing Trade | -17526 | -17526 | -10980 | -23205 | -21233 | -23205 |
Avg Bars in Trades | 142 | 140 | 144 | 142 | 140 | 144 |
Avg Bars in Winners | 94 | 99 | 89 | 94 | 99 | 89 |
Avg Bars in Losers | 255 | 252 | 257 | 255 | 252 | 257 |
Bars Traded | 24487 | 12058 | 12429 | 24487 | 12058 | 12429 |
Profit Streak | 3.6132 | 3.6132 | 16.2174 | 3.6132 | 3.6132 | 16.2174 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455485 | 291285 | 371803 | 425333 | 314022 | 389768 |
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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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