Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134843.2527 | 69255.9598 | 65587.2929 | 233201.5128 | 117131.4801 | 116070.0327 |
Total P&L (%) | 134.8433 | 69.256 | 65.5873 | 233.2015 | 117.1315 | 116.07 |
Avg Daily Profit (%) | 0.5178 | 0.2659 | 0.2519 | 0.4632 | 0.2982 | 0.2963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23709 | -17238 | -15968 | -29959 | -26349 | -30254 |
Profit Factor | 1.75 | 1.7245 | 1.779 | 1.7823 | 1.7278 | 1.8462 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 70.4819 | 73.494 | 67.4699 | 70.4819 | 73.494 | 67.4699 |
Ratio Avg Win / Avg Loss | 0.7329 | 0.622 | 0.8577 | 0.7464 | 0.6231 | 0.8901 |
Largest Winning Trade | 10543 | 10543 | 9656 | 19357 | 19357 | 14709 |
Largest Losing Trade | -14844 | -14844 | -11211 | -22439 | -22439 | -21201 |
Avg Bars in Trades | 145 | 144 | 147 | 145 | 144 | 147 |
Avg Bars in Winners | 101 | 101 | 101 | 101 | 101 | 101 |
Avg Bars in Losers | 251 | 262 | 242 | 251 | 262 | 242 |
Bars Traded | 24217 | 11982 | 12234 | 24217 | 11982 | 12234 |
Profit Streak | 6.779 | 6.779 | 19.4561 | 6.779 | 6.779 | 19.4561 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526761 | 409723 | 386904 | 512216 | 421653 | 415831 |
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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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