Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123627.3469 | 63388.5964 | 60238.7505 | 202715.2239 | 101662.6703 | 101052.5536 |
Total P&L (%) | 123.6273 | 63.3886 | 60.2388 | 202.7152 | 101.6627 | 101.0526 |
Avg Daily Profit (%) | 0.4747 | 0.2434 | 0.2313 | 0.4262 | 0.2697 | 0.2685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17342 | -21328 | -23131 | -33536 | -41135 | -52904 |
Profit Factor | 1.6074 | 1.6446 | 1.5727 | 1.5107 | 1.5144 | 1.507 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 167 | 80 | 87 | 167 | 80 | 87 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 64.7287 | 62.0155 | 67.4419 | 64.7287 | 62.0155 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.8759 | 1.0073 | 0.7592 | 0.8232 | 0.9276 | 0.7275 |
Largest Winning Trade | 11332 | 11332 | 10928 | 17841 | 15952 | 17841 |
Largest Losing Trade | -14167 | -10519 | -14167 | -26957 | -24299 | -26957 |
Avg Bars in Trades | 93 | 95 | 92 | 93 | 95 | 92 |
Avg Bars in Winners | 65 | 62 | 69 | 65 | 62 | 69 |
Avg Bars in Losers | 145 | 149 | 140 | 145 | 149 | 140 |
Bars Traded | 24226 | 12330 | 11896 | 24226 | 12330 | 11896 |
Profit Streak | 6.8794 | 6.8794 | 7.0044 | 6.8795 | 6.8795 | 7.0045 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497007 | 398742 | 343606 | 461921 | 340770 | 364043 |
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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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