Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149775.6053 | 71564.8861 | 78210.7192 | 301887.265 | 115656.3299 | 186230.9351 |
Total P&L (%) | 149.7756 | 71.5649 | 78.2107 | 301.8873 | 115.6563 | 186.2309 |
Avg Daily Profit (%) | 0.3263 | 0.1559 | 0.1704 | 0.3035 | 0.1675 | 0.2293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23477 | -12930 | -20302 | -47518 | -26224 | -39657 |
Profit Factor | 2.1262 | 2.1167 | 2.135 | 2.2043 | 1.8795 | 2.5628 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 77.2727 | 77.686 | 76.8595 | 77.2727 | 77.686 | 76.8595 |
Ratio Avg Win / Avg Loss | 0.6253 | 0.608 | 0.6428 | 0.6483 | 0.5399 | 0.7716 |
Largest Winning Trade | 16091 | 5616 | 16091 | 53944 | 12515 | 53944 |
Largest Losing Trade | -20176 | -9887 | -20176 | -39410 | -26224 | -39410 |
Avg Bars in Trades | 43 | 37 | 48 | 43 | 37 | 48 |
Avg Bars in Winners | 25 | 22 | 27 | 25 | 22 | 27 |
Avg Bars in Losers | 104 | 89 | 118 | 104 | 89 | 118 |
Bars Traded | 10484 | 4569 | 5915 | 10484 | 4569 | 5915 |
Profit Streak | 602.4789 | 602.4789 | 606.4789 | 602.4789 | 602.4789 | 606.4789 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552101 | 429988 | 459444 | 550518 | 417093 | 507312 |
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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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