Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160376.2139 | 99913.8064 | 60462.4075 | 217092.0399 | 143221.6132 | 73870.4267 |
Total P&L (%) | 160.3762 | 99.9138 | 60.4624 | 217.092 | 143.2216 | 73.8704 |
Avg Daily Profit (%) | 0.6022 | 0.3752 | 0.227 | 0.4343 | 0.3343 | 0.2079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59753 | -51343 | -41851 | -86496 | -40479 | -84455 |
Profit Factor | 1.6837 | 1.8527 | 1.5151 | 1.742 | 2.0634 | 1.4679 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 50 | 48.8889 | 51.1111 | 50 | 48.8889 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.6837 | 1.9369 | 1.4492 | 1.742 | 2.1572 | 1.4041 |
Largest Winning Trade | 41401 | 41401 | 25879 | 66731 | 66731 | 42092 |
Largest Losing Trade | -26706 | -14088 | -26706 | -56417 | -14293 | -56417 |
Avg Bars in Trades | 139 | 143 | 136 | 139 | 143 | 136 |
Avg Bars in Winners | 189 | 193 | 186 | 189 | 193 | 186 |
Avg Bars in Losers | 89 | 95 | 83 | 89 | 95 | 83 |
Bars Traded | 12585 | 6456 | 6128 | 12585 | 6456 | 6128 |
Profit Streak | 263.2874 | 263.2874 | 288.7249 | 263.2874 | 263.2874 | 288.7249 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520673 | 413302 | 319756 | 473051 | 415366 | 326380 |
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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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