Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134667.8257 | 47193.0896 | 87474.7361 | 184814.4169 | 75169.6019 | 109644.815 |
Total P&L (%) | 134.6678 | 47.1931 | 87.4747 | 184.8144 | 75.1696 | 109.6448 |
Avg Daily Profit (%) | 0.5171 | 0.1812 | 0.3359 | 0.4027 | 0.2155 | 0.2847 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34485 | -29076 | -24845 | -100229 | -63774 | -57716 |
Profit Factor | 1.3016 | 1.1993 | 1.4171 | 1.2482 | 1.1941 | 1.3068 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 159 | 83 | 76 | 159 | 83 | 76 |
Losing Trades | 179 | 86 | 93 | 179 | 86 | 93 |
Profitability (%) | 47.0414 | 49.1124 | 44.9704 | 47.0414 | 49.1124 | 44.9704 |
Ratio Avg Win / Avg Loss | 1.4653 | 1.2427 | 1.734 | 1.4052 | 1.2373 | 1.5991 |
Largest Winning Trade | 15214 | 11660 | 15214 | 26108 | 26108 | 25292 |
Largest Losing Trade | -22973 | -22973 | -11761 | -25799 | -25799 | -20412 |
Avg Bars in Trades | 73 | 76 | 69 | 73 | 76 | 69 |
Avg Bars in Winners | 85 | 87 | 83 | 85 | 87 | 83 |
Avg Bars in Losers | 62 | 66 | 58 | 62 | 66 | 58 |
Bars Traded | 24772 | 12977 | 11795 | 24772 | 12977 | 11795 |
Profit Streak | 3.0889 | 5.141 | 3.0889 | 3.0889 | 5.141 | 3.0889 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340382 | 173062 | 237846 | 293435 | 35145 | 197813 |
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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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