Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111103.4593 | 55525.8329 | 55577.6265 | 169159.2182 | 79845.0829 | 89314.1353 |
Total P&L (%) | 111.1035 | 55.5258 | 55.5776 | 169.1592 | 79.8451 | 89.3141 |
Avg Daily Profit (%) | 0.4266 | 0.2132 | 0.2134 | 0.3809 | 0.2256 | 0.2454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23833 | -22934 | -18610 | -23654 | -32673 | -32850 |
Profit Factor | 1.6361 | 1.6 | 1.6767 | 1.6323 | 1.5484 | 1.7325 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 68.9655 | 72.4138 | 65.5172 | 68.9655 | 72.4138 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.7362 | 0.6095 | 0.8825 | 0.7346 | 0.5899 | 0.9119 |
Largest Winning Trade | 9671 | 9671 | 7878 | 14342 | 14342 | 11485 |
Largest Losing Trade | -14994 | -14994 | -10141 | -17532 | -17532 | -14149 |
Avg Bars in Trades | 139 | 138 | 139 | 139 | 138 | 139 |
Avg Bars in Winners | 91 | 93 | 88 | 91 | 93 | 88 |
Avg Bars in Losers | 245 | 257 | 235 | 245 | 257 | 235 |
Bars Traded | 24208 | 12074 | 12134 | 24208 | 12074 | 12134 |
Profit Streak | 5.5393 | 6.7372 | 5.5393 | 5.5393 | 6.7372 | 5.5393 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484170 | 347274 | 304226 | 469848 | 374487 | 352555 |
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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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