Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117172.5846 | 64453.5521 | 52719.0325 | 146906.5695 | 83864.9732 | 63041.5963 |
Total P&L (%) | 117.1726 | 64.4536 | 52.719 | 146.9066 | 83.865 | 63.0416 |
Avg Daily Profit (%) | 0.4499 | 0.2475 | 0.2024 | 0.3477 | 0.2341 | 0.1879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43609 | -34951 | -38653 | -75924 | -56026 | -56404 |
Profit Factor | 1.3965 | 1.5257 | 1.3049 | 1.3121 | 1.4361 | 1.2264 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Losing Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Profitability (%) | 43.2836 | 43.4524 | 43.1138 | 43.2836 | 43.4524 | 43.1138 |
Ratio Avg Win / Avg Loss | 1.8299 | 1.9855 | 1.7217 | 1.7193 | 1.8689 | 1.6182 |
Largest Winning Trade | 28941 | 28941 | 21484 | 33877 | 33877 | 31029 |
Largest Losing Trade | -15914 | -7293 | -15914 | -30063 | -10534 | -30063 |
Avg Bars in Trades | 73 | 39 | 106 | 73 | 39 | 106 |
Avg Bars in Winners | 122 | 66 | 179 | 122 | 66 | 179 |
Avg Bars in Losers | 35 | 19 | 52 | 35 | 19 | 52 |
Bars Traded | 24546 | 6684 | 17863 | 24546 | 6684 | 17863 |
Profit Streak | 5.3566 | 10.2107 | 0 | 5.3566 | 10.2107 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359834 | 296438 | 142570 | 309809 | 285940 | 145616 |
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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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