Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150365.7982 | 82434.1501 | 67931.6481 | 251127.4642 | 154228.766 | 96898.6982 |
Total P&L (%) | 150.3658 | 82.4342 | 67.9316 | 251.1275 | 154.2288 | 96.8987 |
Avg Daily Profit (%) | 1.0825 | 0.5934 | 0.489 | 0.9083 | 0.674 | 0.4889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34004 | -28241 | -29788 | -51676 | -32176 | -50579 |
Profit Factor | 1.5961 | 1.6492 | 1.5422 | 1.5971 | 1.8127 | 1.4199 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Losing Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Profitability (%) | 64.2458 | 66.2921 | 62.2222 | 64.2458 | 66.2921 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.8882 | 0.8386 | 0.9363 | 0.8888 | 0.9217 | 0.8621 |
Largest Winning Trade | 16819 | 16819 | 12517 | 27670 | 25135 | 27670 |
Largest Losing Trade | -23784 | -19565 | -23784 | -28899 | -17661 | -28899 |
Avg Bars in Trades | 72 | 72 | 72 | 72 | 72 | 72 |
Avg Bars in Winners | 65 | 62 | 69 | 65 | 62 | 69 |
Avg Bars in Losers | 85 | 92 | 79 | 85 | 92 | 79 |
Bars Traded | 13044 | 6475 | 6569 | 13044 | 6475 | 6569 |
Profit Streak | 124.4687 | 0 | 126.3333 | 124.4687 | 0 | 126.3333 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532432 | 418372 | 380768 | 527222 | 454506 | 358790 |
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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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