Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237315.2229 | 84499.4856 | 152815.7373 | 423532.8494 | 200048.7087 | 223484.1408 |
Total P&L (%) | 237.3152 | 84.4995 | 152.8157 | 423.5328 | 200.0487 | 223.4841 |
Avg Daily Profit (%) | 0.4556 | 0.1622 | 0.2934 | 0.3184 | 0.2112 | 0.2257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72373 | -47933 | -61236 | -124351 | -83827 | -109008 |
Profit Factor | 1.5772 | 1.4081 | 1.7488 | 1.4655 | 1.4794 | 1.4537 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 50.2825 | 49.4382 | 51.1364 | 50.2825 | 49.4382 | 51.1364 |
Ratio Avg Win / Avg Loss | 1.5595 | 1.4401 | 1.6711 | 1.449 | 1.513 | 1.3891 |
Largest Winning Trade | 53872 | 53872 | 23645 | 97894 | 97894 | 96759 |
Largest Losing Trade | -41869 | -14963 | -41869 | -76932 | -31728 | -76932 |
Avg Bars in Trades | 138 | 142 | 133 | 138 | 142 | 133 |
Avg Bars in Winners | 156 | 165 | 147 | 156 | 165 | 147 |
Avg Bars in Losers | 119 | 119 | 120 | 119 | 119 | 120 |
Bars Traded | 24464 | 12679 | 11784 | 24464 | 12679 | 11784 |
Profit Streak | 7.0182 | 7.0182 | 9.4141 | 7.0182 | 7.0182 | 9.4141 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512758 | 274433 | 419782 | 405927 | 345171 | 316415 |
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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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