Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172695.3545 | 128458.457 | 44236.8975 | 118956.9797 | 105331.8484 | 13625.1313 |
Total P&L (%) | 172.6954 | 128.4585 | 44.2369 | 118.957 | 105.3318 | 13.6251 |
Avg Daily Profit (%) | 1.9893 | 1.4798 | 0.5096 | 0.9069 | 0.8322 | 0.1473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97079 | -50117 | -54058 | -78941 | -42131 | -43405 |
Profit Factor | 1.6725 | 2.0499 | 1.329 | 1.5627 | 2.0357 | 1.1242 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 210 | 104 | 106 | 210 | 104 | 106 |
Profitability (%) | 35.9756 | 36.5854 | 35.3659 | 35.9756 | 36.5854 | 35.3659 |
Ratio Avg Win / Avg Loss | 2.9764 | 3.5531 | 2.4289 | 2.781 | 3.5286 | 2.0545 |
Largest Winning Trade | 169787 | 169787 | 69718 | 137797 | 137797 | 33339 |
Largest Losing Trade | -10686 | -5319 | -10686 | -10315 | -5217 | -10315 |
Avg Bars in Trades | 74 | 48 | 100 | 74 | 48 | 100 |
Avg Bars in Winners | 111 | 57 | 168 | 111 | 57 | 168 |
Avg Bars in Losers | 53 | 42 | 63 | 53 | 42 | 63 |
Bars Traded | 24417 | 7882 | 16536 | 24417 | 7882 | 16536 |
Profit Streak | 1.4916 | 1.4916 | 3.1756 | 1.4916 | 1.4916 | 3.1756 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329391 | 282777 | 84697 | 282313 | 261560 | -139729 |
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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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