Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161479.9528 | 98263.7714 | 63216.1814 | 182057.2155 | 128349.7241 | 53707.4914 |
Total P&L (%) | 161.48 | 98.2638 | 63.2162 | 182.0572 | 128.3497 | 53.7075 |
Avg Daily Profit (%) | 1.8602 | 1.1319 | 0.7282 | 1.2017 | 0.9557 | 0.4964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72176 | -42249 | -34172 | -81793 | -47489 | -37686 |
Profit Factor | 1.5929 | 1.7632 | 1.4403 | 1.6404 | 1.9518 | 1.3594 |
Total Trades | 567 | 283 | 284 | 567 | 283 | 284 |
Winning Trades | 283 | 144 | 139 | 283 | 144 | 139 |
Losing Trades | 284 | 139 | 145 | 284 | 139 | 145 |
Profitability (%) | 49.9118 | 50.8834 | 48.9437 | 49.9118 | 50.8834 | 48.9437 |
Ratio Avg Win / Avg Loss | 1.5986 | 1.702 | 1.5024 | 1.6462 | 1.8841 | 1.4181 |
Largest Winning Trade | 113732 | 113732 | 64554 | 147363 | 147363 | 50830 |
Largest Losing Trade | -7809 | -5751 | -7809 | -7875 | -6482 | -7875 |
Avg Bars in Trades | 43 | 42 | 44 | 43 | 42 | 44 |
Avg Bars in Winners | 40 | 39 | 40 | 40 | 39 | 40 |
Avg Bars in Losers | 46 | 46 | 47 | 46 | 46 | 47 |
Bars Traded | 24617 | 12080 | 12537 | 24617 | 12080 | 12537 |
Profit Streak | 0.6391 | 0.6391 | 1.0384 | 0.6391 | 0.6391 | 1.0384 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542275 | 437740 | 364433 | 526057 | 445336 | 212508 |
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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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