Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137237.6973 | 72350.8187 | 64886.8786 | 239974.8433 | 128073.3551 | 111901.4882 |
Total P&L (%) | 137.2377 | 72.3508 | 64.8869 | 239.9748 | 128.0734 | 111.9015 |
Avg Daily Profit (%) | 0.527 | 0.2778 | 0.2492 | 0.471 | 0.3171 | 0.2888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23214 | -17431 | -17302 | -35888 | -31765 | -41128 |
Profit Factor | 1.7509 | 1.745 | 1.7575 | 1.6977 | 1.7036 | 1.6911 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 72.4138 | 74.7126 | 70.1149 | 72.4138 | 74.7126 | 70.1149 |
Ratio Avg Win / Avg Loss | 0.667 | 0.5906 | 0.7491 | 0.6467 | 0.5766 | 0.7208 |
Largest Winning Trade | 11522 | 11522 | 8824 | 22727 | 22727 | 15625 |
Largest Losing Trade | -16471 | -16471 | -10895 | -24332 | -22175 | -24332 |
Avg Bars in Trades | 139 | 137 | 140 | 139 | 137 | 140 |
Avg Bars in Winners | 96 | 102 | 91 | 96 | 102 | 91 |
Avg Bars in Losers | 249 | 241 | 256 | 249 | 241 | 256 |
Bars Traded | 24204 | 11953 | 12251 | 24204 | 11953 | 12251 |
Profit Streak | 7.505 | 7.505 | 22.3592 | 7.505 | 7.505 | 22.3592 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539676 | 422019 | 396655 | 518757 | 431229 | 416501 |
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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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