Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173893.8042 | 90714.7917 | 83179.0125 | 255220.8024 | 146127.2481 | 109093.5543 |
Total P&L (%) | 173.8938 | 90.7148 | 83.179 | 255.2208 | 146.1272 | 109.0936 |
Avg Daily Profit (%) | 0.3339 | 0.1742 | 0.1597 | 0.2437 | 0.1731 | 0.1417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33690 | -32152 | -35070 | -72593 | -37643 | -74846 |
Profit Factor | 1.481 | 1.5756 | 1.4078 | 1.5309 | 1.743 | 1.384 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 57.3171 | 57.3171 | 57.3171 | 57.3171 | 57.3171 | 57.3171 |
Ratio Avg Win / Avg Loss | 1.1029 | 1.1733 | 1.0484 | 1.14 | 1.298 | 1.0307 |
Largest Winning Trade | 26850 | 25204 | 26850 | 39571 | 39571 | 29161 |
Largest Losing Trade | -23622 | -23622 | -22576 | -52752 | -21874 | -52752 |
Avg Bars in Trades | 147 | 159 | 136 | 147 | 159 | 136 |
Avg Bars in Winners | 142 | 147 | 137 | 142 | 147 | 137 |
Avg Bars in Losers | 155 | 175 | 135 | 155 | 175 | 135 |
Bars Traded | 24268 | 13071 | 11197 | 24268 | 13071 | 11197 |
Profit Streak | 18.3276 | 18.3276 | 34.2026 | 18.3276 | 18.3276 | 34.2026 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457850 | 221617 | 197138 | 441072 | 236581 | -5788 |
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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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