Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108934.6496 | 58348.8158 | 50585.8338 | 138267.614 | 91829.1143 | 46438.4996 |
Total P&L (%) | 108.9347 | 58.3488 | 50.5858 | 138.2676 | 91.8291 | 46.4385 |
Avg Daily Profit (%) | 0.4183 | 0.2241 | 0.1942 | 0.334 | 0.2505 | 0.1466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29420 | -23651 | -28696 | -55699 | -37220 | -53664 |
Profit Factor | 1.4439 | 1.4224 | 1.4716 | 1.3034 | 1.3776 | 1.2185 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 65.4545 | 63.8554 | 67.0732 | 65.4545 | 63.8554 | 67.0732 |
Ratio Avg Win / Avg Loss | 0.7621 | 0.8051 | 0.7224 | 0.6879 | 0.7798 | 0.5982 |
Largest Winning Trade | 23166 | 23166 | 12398 | 38235 | 38235 | 19973 |
Largest Losing Trade | -15953 | -15464 | -15953 | -32656 | -27874 | -32656 |
Avg Bars in Trades | 148 | 151 | 145 | 148 | 151 | 145 |
Avg Bars in Winners | 103 | 90 | 116 | 103 | 90 | 116 |
Avg Bars in Losers | 234 | 259 | 206 | 234 | 259 | 206 |
Bars Traded | 24519 | 12554 | 11965 | 24519 | 12554 | 11965 |
Profit Streak | 5.5116 | 12.1782 | 5.5116 | 5.5116 | 12.1782 | 5.5116 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426707 | 292731 | 111128 | 369844 | 318950 | -3757 |
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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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