Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104396.3987 | 61477.1129 | 42919.2858 | 139925.7823 | 85262.4554 | 54663.3269 |
Total P&L (%) | 104.3964 | 61.4771 | 42.9193 | 139.9258 | 85.2625 | 54.6633 |
Avg Daily Profit (%) | 0.4009 | 0.2361 | 0.1648 | 0.3366 | 0.2371 | 0.1676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42077 | -25850 | -22950 | -36819 | -24956 | -26969 |
Profit Factor | 1.4947 | 1.5575 | 1.426 | 1.4936 | 1.5943 | 1.3904 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 71.9101 | 74.1573 | 69.6629 | 71.9101 | 74.1573 | 69.6629 |
Ratio Avg Win / Avg Loss | 0.5839 | 0.5428 | 0.621 | 0.5834 | 0.5556 | 0.6055 |
Largest Winning Trade | 11275 | 11275 | 7468 | 13394 | 13394 | 9628 |
Largest Losing Trade | -20509 | -20509 | -11507 | -26969 | -16322 | -26969 |
Avg Bars in Trades | 138 | 133 | 143 | 138 | 133 | 143 |
Avg Bars in Winners | 96 | 96 | 96 | 96 | 96 | 96 |
Avg Bars in Losers | 247 | 242 | 251 | 247 | 242 | 251 |
Bars Traded | 24721 | 11910 | 12811 | 24721 | 11910 | 12811 |
Profit Streak | 2.9613 | 10.5446 | 2.9613 | 2.9613 | 10.5446 | 2.9613 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396659 | 382611 | 177803 | 376646 | 411467 | 204687 |
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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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