Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127727.5856 | 72533.8855 | 55193.7001 | 164318.7374 | 115469.4981 | 48849.2393 |
Total P&L (%) | 127.7276 | 72.5339 | 55.1937 | 164.3187 | 115.4695 | 48.8492 |
Avg Daily Profit (%) | 0.4905 | 0.2785 | 0.2119 | 0.3739 | 0.2952 | 0.1529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45296 | -49209 | -24120 | -83831 | -55367 | -48430 |
Profit Factor | 1.3478 | 1.357 | 1.3365 | 1.2949 | 1.3807 | 1.1924 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Losing Trades | 183 | 94 | 89 | 183 | 94 | 89 |
Profitability (%) | 41.9048 | 40.5063 | 43.3121 | 41.9048 | 40.5063 | 43.3121 |
Ratio Avg Win / Avg Loss | 1.8686 | 1.9931 | 1.7493 | 1.7952 | 2.0279 | 1.5607 |
Largest Winning Trade | 35111 | 35111 | 18265 | 41272 | 41272 | 24277 |
Largest Losing Trade | -8716 | -8407 | -8716 | -15758 | -15597 | -15758 |
Avg Bars in Trades | 78 | 84 | 72 | 78 | 84 | 72 |
Avg Bars in Winners | 121 | 124 | 119 | 121 | 124 | 119 |
Avg Bars in Losers | 47 | 56 | 37 | 47 | 56 | 37 |
Bars Traded | 24716 | 13286 | 11430 | 24716 | 13286 | 11430 |
Profit Streak | 5.487 | 6.0287 | 5.487 | 5.487 | 6.0287 | 5.487 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370529 | 222827 | 184740 | 323028 | 233171 | -4979 |
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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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