Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171439.1535 | 83155.5488 | 88283.6047 | 310719.746 | 199846.2829 | 110873.4631 |
Total P&L (%) | 171.4392 | 83.1555 | 88.2836 | 310.7197 | 199.8463 | 110.8735 |
Avg Daily Profit (%) | 0.6583 | 0.3193 | 0.339 | 0.544 | 0.4226 | 0.2869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35929 | -45909 | -18502 | -82291 | -54273 | -73814 |
Profit Factor | 1.657 | 1.6226 | 1.6931 | 1.6008 | 1.8112 | 1.4093 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 40.3509 | 37.6471 | 43.0233 | 40.3509 | 37.6471 | 43.0233 |
Ratio Avg Win / Avg Loss | 2.4494 | 2.6874 | 2.2422 | 2.3664 | 2.9999 | 1.8664 |
Largest Winning Trade | 37980 | 37980 | 17944 | 58330 | 58330 | 45205 |
Largest Losing Trade | -10242 | -10242 | -9052 | -30304 | -18254 | -30304 |
Avg Bars in Trades | 143 | 154 | 131 | 143 | 154 | 131 |
Avg Bars in Winners | 229 | 236 | 223 | 229 | 236 | 223 |
Avg Bars in Losers | 84 | 104 | 62 | 84 | 104 | 62 |
Bars Traded | 24463 | 13125 | 11338 | 24463 | 13125 | 11338 |
Profit Streak | 6.192 | 6.4315 | 6.192 | 6.192 | 6.4315 | 6.192 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417305 | 211594 | 298034 | 378212 | 256468 | 233595 |
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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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