Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181130.6219 | 104278.0577 | 76852.5642 | 269962.2968 | 156444.9307 | 113517.3661 |
Total P&L (%) | 181.1306 | 104.2781 | 76.8526 | 269.9623 | 156.4449 | 113.5174 |
Avg Daily Profit (%) | 0.3478 | 0.2002 | 0.1476 | 0.2515 | 0.181 | 0.1457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43929 | -30064 | -42690 | -111374 | -86205 | -93024 |
Profit Factor | 1.4527 | 1.554 | 1.3627 | 1.33 | 1.4048 | 1.263 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 51.8072 | 46.988 | 56.6265 | 51.8072 | 46.988 | 56.6265 |
Ratio Avg Win / Avg Loss | 1.3513 | 1.7532 | 1.0438 | 1.2372 | 1.5849 | 0.9674 |
Largest Winning Trade | 23017 | 21618 | 23017 | 49862 | 35599 | 49862 |
Largest Losing Trade | -22333 | -19235 | -22333 | -41922 | -33463 | -41922 |
Avg Bars in Trades | 147 | 155 | 139 | 147 | 155 | 139 |
Avg Bars in Winners | 136 | 141 | 132 | 136 | 141 | 132 |
Avg Bars in Losers | 159 | 167 | 148 | 159 | 167 | 148 |
Bars Traded | 24478 | 12911 | 11567 | 24478 | 12911 | 11567 |
Profit Streak | 12.0641 | 12.2725 | 12.0641 | 12.0641 | 12.2725 | 12.0641 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430203 | 337776 | 179473 | 373592 | 299038 | 10668 |
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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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