Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220072.5941 | 99627.9988 | 120444.5954 | 277532.7319 | 86155.2567 | 191377.4752 |
Total P&L (%) | 220.0726 | 99.628 | 120.4446 | 277.5327 | 86.1553 | 191.3775 |
Avg Daily Profit (%) | 0.4225 | 0.1913 | 0.2313 | 0.2554 | 0.1194 | 0.2055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64877 | -48203 | -61858 | -262680 | -115324 | -170283 |
Profit Factor | 1.4265 | 1.369 | 1.4895 | 1.2337 | 1.1345 | 1.3499 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Losing Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Profitability (%) | 51.6304 | 55.4348 | 47.8261 | 51.6304 | 55.4348 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.3364 | 1.1006 | 1.6249 | 1.1558 | 0.9121 | 1.4727 |
Largest Winning Trade | 36544 | 36544 | 26517 | 97559 | 97559 | 69188 |
Largest Losing Trade | -40785 | -31327 | -40785 | -76870 | -52065 | -76870 |
Avg Bars in Trades | 134 | 137 | 130 | 134 | 137 | 130 |
Avg Bars in Winners | 157 | 155 | 160 | 157 | 155 | 160 |
Avg Bars in Losers | 109 | 115 | 103 | 109 | 115 | 103 |
Bars Traded | 24690 | 12669 | 12021 | 24690 | 12669 | 12021 |
Profit Streak | 14.6786 | 24.7203 | 14.6786 | 14.6786 | 24.7203 | 14.6786 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451313 | 337828 | 345316 | 357484 | -106512 | 266702 |
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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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