Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182275.9921 | 107052.6623 | 75223.3298 | 253689.4825 | 139912.5551 | 113776.9274 |
Total P&L (%) | 182.276 | 107.0527 | 75.2233 | 253.6895 | 139.9126 | 113.7769 |
Avg Daily Profit (%) | 0.35 | 0.2055 | 0.1444 | 0.2428 | 0.1682 | 0.146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72478 | -53750 | -47238 | -72822 | -54697 | -64040 |
Profit Factor | 1.3764 | 1.3878 | 1.3614 | 1.3611 | 1.3403 | 1.3906 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Profitability (%) | 47.8947 | 47.3684 | 48.4211 | 47.8947 | 47.3684 | 48.4211 |
Ratio Avg Win / Avg Loss | 1.4974 | 1.542 | 1.4501 | 1.4808 | 1.4892 | 1.4813 |
Largest Winning Trade | 25970 | 25970 | 18244 | 52211 | 52211 | 30488 |
Largest Losing Trade | -26745 | -26745 | -18116 | -38422 | -38422 | -22651 |
Avg Bars in Trades | 128 | 136 | 120 | 128 | 136 | 120 |
Avg Bars in Winners | 153 | 156 | 150 | 153 | 156 | 150 |
Avg Bars in Losers | 105 | 118 | 91 | 105 | 118 | 91 |
Bars Traded | 24376 | 12974 | 11401 | 24376 | 12974 | 11401 |
Profit Streak | 13.8411 | 15.5286 | 13.8411 | 13.8411 | 15.5286 | 13.8411 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380102 | 308811 | -659 | 343775 | 246851 | 57204 |
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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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