Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182470.8258 | 129480.6182 | 52990.2075 | 134410.202 | 144109.2874 | -9699.0854 |
Total P&L (%) | 182.4708 | 129.4806 | 52.9902 | 134.4102 | 144.1093 | -9.6991 |
Avg Daily Profit (%) | 0.3503 | 0.2486 | 0.1017 | 0.1637 | 0.1715 | -0.0196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84649 | -60362 | -55379 | -147237 | -47715 | -166874 |
Profit Factor | 1.3334 | 1.5068 | 1.1816 | 1.2065 | 1.5915 | 0.9762 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 164 | 83 | 81 | 164 | 83 | 81 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 72.8889 | 74.1071 | 71.6814 | 72.8889 | 74.1071 | 71.6814 |
Ratio Avg Win / Avg Loss | 0.496 | 0.5265 | 0.4668 | 0.4488 | 0.5561 | 0.3857 |
Largest Winning Trade | 14706 | 14706 | 12471 | 20577 | 18005 | 20577 |
Largest Losing Trade | -52990 | -28394 | -52990 | -131723 | -32053 | -131723 |
Avg Bars in Trades | 107 | 107 | 108 | 107 | 107 | 108 |
Avg Bars in Winners | 71 | 72 | 71 | 71 | 72 | 71 |
Avg Bars in Losers | 204 | 208 | 201 | 204 | 208 | 201 |
Bars Traded | 24270 | 12063 | 12207 | 24270 | 12063 | 12207 |
Profit Streak | 11.018 | 22.1846 | 11.018 | 11.018 | 22.1846 | 11.018 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456451 | 426525 | -77326 | 371093 | 421446 | -577418 |
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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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