Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135964.7201 | 76450.7223 | 59513.9978 | 188271.5919 | 109364.284 | 78907.3079 |
Total P&L (%) | 135.9647 | 76.4507 | 59.514 | 188.2716 | 109.3643 | 78.9073 |
Avg Daily Profit (%) | 0.5221 | 0.2936 | 0.2285 | 0.4074 | 0.2841 | 0.2236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47042 | -30397 | -32670 | -94097 | -70944 | -70328 |
Profit Factor | 1.3356 | 1.3713 | 1.2986 | 1.2291 | 1.2668 | 1.1916 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Losing Trades | 151 | 71 | 80 | 151 | 71 | 80 |
Profitability (%) | 53.2508 | 56.1728 | 50.3106 | 53.2508 | 56.1728 | 50.3106 |
Ratio Avg Win / Avg Loss | 1.1725 | 1.0699 | 1.2826 | 1.079 | 0.9884 | 1.1769 |
Largest Winning Trade | 27241 | 27241 | 13517 | 45062 | 45062 | 26565 |
Largest Losing Trade | -14190 | -14190 | -10131 | -30915 | -30915 | -24410 |
Avg Bars in Trades | 76 | 77 | 74 | 76 | 77 | 74 |
Avg Bars in Winners | 69 | 72 | 66 | 69 | 72 | 66 |
Avg Bars in Losers | 84 | 85 | 83 | 84 | 85 | 83 |
Bars Traded | 24644 | 12620 | 12024 | 24644 | 12620 | 12024 |
Profit Streak | 4.7356 | 4.7564 | 4.7356 | 4.7356 | 4.7564 | 4.7356 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459125 | 345331 | 239119 | 400400 | 259425 | -2564 |
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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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