Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158420.2103 | 74339.526 | 84080.6843 | 324425.3665 | 152813.8788 | 171611.4878 |
Total P&L (%) | 158.4202 | 74.3395 | 84.0807 | 324.4254 | 152.8139 | 171.6115 |
Avg Daily Profit (%) | 0.6083 | 0.2855 | 0.3229 | 0.5566 | 0.3568 | 0.3844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18204 | -16154 | -13882 | -55675 | -32497 | -42525 |
Profit Factor | 2.003 | 1.9052 | 2.1089 | 1.9985 | 1.9473 | 2.0489 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 76.2195 | 74.3902 | 78.0488 | 76.2195 | 74.3902 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.6249 | 0.6559 | 0.5931 | 0.6235 | 0.6704 | 0.5763 |
Largest Winning Trade | 19680 | 11763 | 19680 | 69792 | 23302 | 69792 |
Largest Losing Trade | -12141 | -12141 | -11309 | -42525 | -32497 | -42525 |
Avg Bars in Trades | 150 | 149 | 151 | 150 | 149 | 151 |
Avg Bars in Winners | 90 | 86 | 95 | 90 | 86 | 95 |
Avg Bars in Losers | 341 | 332 | 352 | 341 | 332 | 352 |
Bars Traded | 24678 | 12235 | 12443 | 24678 | 12235 | 12443 |
Profit Streak | 5.0438 | 13.5021 | 5.0438 | 5.0438 | 13.5021 | 5.0438 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 601356 | 301473 | 344656 | 585134 | 326341 | 359427 |
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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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