Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123275.4658 | 67841.7815 | 55433.6842 | 160525.3841 | 94508.4499 | 66016.9342 |
Total P&L (%) | 123.2755 | 67.8418 | 55.4337 | 160.5254 | 94.5085 | 66.0169 |
Avg Daily Profit (%) | 0.4734 | 0.2605 | 0.2129 | 0.3684 | 0.2558 | 0.1948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27716 | -25652 | -36285 | -76757 | -47743 | -86742 |
Profit Factor | 1.4822 | 1.5369 | 1.4287 | 1.3151 | 1.3817 | 1.2522 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 47.3988 | 44.8276 | 50 | 47.3988 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 1.6449 | 1.8916 | 1.4287 | 1.4595 | 1.7005 | 1.2522 |
Largest Winning Trade | 42495 | 42495 | 17657 | 48139 | 48139 | 25856 |
Largest Losing Trade | -10952 | -7379 | -10952 | -23740 | -16236 | -23740 |
Avg Bars in Trades | 142 | 133 | 151 | 142 | 133 | 151 |
Avg Bars in Winners | 152 | 137 | 166 | 152 | 137 | 166 |
Avg Bars in Losers | 133 | 131 | 135 | 133 | 131 | 135 |
Bars Traded | 24645 | 11655 | 12990 | 24645 | 11655 | 12990 |
Profit Streak | 4.9528 | 10.9737 | 4.9528 | 4.9528 | 10.9737 | 4.9528 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443945 | 305447 | 237013 | 334882 | 275026 | 218033 |
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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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