Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175967.1124 | 96667.0652 | 79300.0472 | 313654.6638 | 201692.1265 | 111962.5372 |
Total P&L (%) | 175.9671 | 96.6671 | 79.3 | 313.6547 | 201.6921 | 111.9625 |
Avg Daily Profit (%) | 0.6757 | 0.3712 | 0.3045 | 0.5467 | 0.4249 | 0.2889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51783 | -54013 | -22523 | -67131 | -67846 | -41751 |
Profit Factor | 1.583 | 1.6047 | 1.5586 | 1.5712 | 1.7406 | 1.4045 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Profitability (%) | 34.9515 | 34.9515 | 34.9515 | 34.9515 | 34.9515 | 34.9515 |
Ratio Avg Win / Avg Loss | 2.9462 | 2.9865 | 2.9008 | 2.9241 | 3.2395 | 2.6139 |
Largest Winning Trade | 36665 | 36665 | 20131 | 56477 | 56477 | 45825 |
Largest Losing Trade | -9444 | -6886 | -9444 | -33817 | -17313 | -33817 |
Avg Bars in Trades | 120 | 126 | 114 | 120 | 126 | 114 |
Avg Bars in Winners | 219 | 221 | 216 | 219 | 221 | 216 |
Avg Bars in Losers | 67 | 75 | 59 | 67 | 75 | 59 |
Bars Traded | 24769 | 13003 | 11766 | 24769 | 13003 | 11766 |
Profit Streak | 6.7553 | 6.8907 | 6.7553 | 6.7553 | 6.8907 | 6.7553 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345681 | 190060 | 160175 | 303384 | 216033 | 121455 |
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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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