Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131503.9295 | 65956.6764 | 65547.2531 | 226116.4538 | 114901.2469 | 111215.2069 |
Total P&L (%) | 131.5039 | 65.9567 | 65.5473 | 226.1165 | 114.9012 | 111.2152 |
Avg Daily Profit (%) | 0.505 | 0.2533 | 0.2517 | 0.4549 | 0.2942 | 0.2875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28059 | -19638 | -20637 | -35501 | -29669 | -28389 |
Profit Factor | 1.7709 | 1.7238 | 1.8249 | 1.7207 | 1.6925 | 1.7524 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 65.4321 | 65.4321 | 65.4321 | 65.4321 | 65.4321 | 65.4321 |
Ratio Avg Win / Avg Loss | 0.9356 | 0.9107 | 0.9641 | 0.909 | 0.8941 | 0.9258 |
Largest Winning Trade | 11212 | 11212 | 8652 | 19778 | 19778 | 15259 |
Largest Losing Trade | -17902 | -17902 | -10814 | -28301 | -17895 | -28301 |
Avg Bars in Trades | 149 | 144 | 154 | 149 | 144 | 154 |
Avg Bars in Winners | 108 | 107 | 109 | 108 | 107 | 109 |
Avg Bars in Losers | 227 | 214 | 239 | 227 | 214 | 239 |
Bars Traded | 24213 | 11708 | 12504 | 24213 | 11708 | 12504 |
Profit Streak | 9.094 | 9.094 | 21.6982 | 9.094 | 9.094 | 21.6982 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498701 | -1664 | -1069 | 479823 | -1105 | -606 |
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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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