Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198819.6606 | 107014.3613 | 91805.2993 | 346958.2356 | 175826.7501 | 171131.4856 |
Total P&L (%) | 198.8197 | 107.0144 | 91.8053 | 346.9582 | 175.8268 | 171.1315 |
Avg Daily Profit (%) | 0.3817 | 0.2055 | 0.1763 | 0.2879 | 0.195 | 0.1917 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77442 | -51726 | -47907 | -106448 | -50148 | -91286 |
Profit Factor | 1.5472 | 1.6438 | 1.4657 | 1.651 | 1.7471 | 1.5751 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 62.6506 | 62.6506 | 62.6506 | 62.6506 | 62.6506 | 62.6506 |
Ratio Avg Win / Avg Loss | 0.9224 | 0.9799 | 0.8738 | 0.9843 | 1.0416 | 0.939 |
Largest Winning Trade | 27798 | 27798 | 19352 | 41824 | 41824 | 31771 |
Largest Losing Trade | -25311 | -25311 | -22252 | -47921 | -34782 | -47921 |
Avg Bars in Trades | 147 | 155 | 139 | 147 | 155 | 139 |
Avg Bars in Winners | 121 | 126 | 116 | 121 | 126 | 116 |
Avg Bars in Losers | 190 | 203 | 178 | 190 | 203 | 178 |
Bars Traded | 24466 | 12872 | 11594 | 24466 | 12872 | 11594 |
Profit Streak | 13.5119 | 14.0744 | 13.5119 | 13.5119 | 14.0744 | 13.5119 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451542 | 363438 | 304828 | 437831 | 427395 | 333623 |
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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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