Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176403.5659 | 57814.2527 | 118589.3131 | 264035.5839 | 97972.7271 | 166062.8568 |
Total P&L (%) | 176.4036 | 57.8143 | 118.5893 | 264.0356 | 97.9727 | 166.0629 |
Avg Daily Profit (%) | 0.6774 | 0.222 | 0.4554 | 0.4974 | 0.2626 | 0.3765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37874 | -33820 | -28431 | -97782 | -64883 | -80721 |
Profit Factor | 1.3985 | 1.2726 | 1.5144 | 1.2921 | 1.2282 | 1.3498 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Profitability (%) | 42.2642 | 41.6667 | 42.8571 | 42.2642 | 41.6667 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9105 | 1.7816 | 2.0192 | 1.7651 | 1.7195 | 1.7998 |
Largest Winning Trade | 47956 | 47956 | 33306 | 77388 | 71616 | 77388 |
Largest Losing Trade | -7588 | -7588 | -7421 | -22198 | -16469 | -22198 |
Avg Bars in Trades | 93 | 95 | 91 | 93 | 95 | 91 |
Avg Bars in Winners | 145 | 138 | 153 | 145 | 138 | 153 |
Avg Bars in Losers | 54 | 64 | 45 | 54 | 64 | 45 |
Bars Traded | 24728 | 12571 | 12157 | 24728 | 12571 | 12157 |
Profit Streak | 2.0407 | 2.0407 | 4.8428 | 2.0407 | 2.0407 | 4.8428 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333732 | 41277 | 338322 | 254927 | 73248 | 277840 |
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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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