Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103527.8457 | 41726.2313 | 61801.6143 | 156904.9561 | 48722.6078 | 108182.3483 |
Total P&L (%) | 103.5278 | 41.7262 | 61.8016 | 156.905 | 48.7226 | 108.1823 |
Avg Daily Profit (%) | 1.1926 | 0.4807 | 0.7119 | 1.0928 | 0.4583 | 0.8482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31649 | -21163 | -18666 | -95013 | -66043 | -52366 |
Profit Factor | 1.7012 | 1.4906 | 1.9873 | 1.4213 | 1.2251 | 1.6935 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 59.5376 | 56.3218 | 62.7907 | 59.5376 | 56.3218 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.1561 | 1.156 | 1.1777 | 0.9659 | 0.9501 | 1.0035 |
Largest Winning Trade | 9910 | 9362 | 9910 | 27251 | 21267 | 27251 |
Largest Losing Trade | -13385 | -13385 | -8855 | -41738 | -41738 | -23281 |
Avg Bars in Trades | 139 | 141 | 137 | 139 | 141 | 137 |
Avg Bars in Winners | 104 | 100 | 107 | 104 | 100 | 107 |
Avg Bars in Losers | 192 | 195 | 188 | 192 | 195 | 188 |
Bars Traded | 24183 | 12350 | 11834 | 24183 | 12350 | 11834 |
Profit Streak | 1.7474 | 1.7474 | 2.7092 | 1.7474 | 1.7474 | 2.7092 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487165 | 196247 | 444911 | 377709 | 93348 | 472780 |
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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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