Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113841.1766 | 57838.4035 | 56002.7731 | 171948.3029 | 98797.6243 | 73150.6786 |
Total P&L (%) | 113.8412 | 57.8384 | 56.0028 | 171.9483 | 98.7976 | 73.1507 |
Avg Daily Profit (%) | 0.4371 | 0.2221 | 0.215 | 0.3849 | 0.2642 | 0.211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24253 | -18448 | -27611 | -58997 | -25556 | -69712 |
Profit Factor | 1.6814 | 1.6947 | 1.6681 | 1.5619 | 1.6946 | 1.4466 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 72.8916 | 72.2892 | 73.494 | 72.8916 | 72.2892 | 73.494 |
Ratio Avg Win / Avg Loss | 0.6253 | 0.6496 | 0.6016 | 0.5809 | 0.6496 | 0.5217 |
Largest Winning Trade | 10214 | 10214 | 7842 | 17354 | 17354 | 11181 |
Largest Losing Trade | -19339 | -14659 | -19339 | -49061 | -22183 | -49061 |
Avg Bars in Trades | 145 | 146 | 144 | 145 | 146 | 144 |
Avg Bars in Winners | 82 | 76 | 88 | 82 | 76 | 88 |
Avg Bars in Losers | 314 | 330 | 298 | 314 | 330 | 298 |
Bars Traded | 24197 | 12197 | 12000 | 24197 | 12197 | 12000 |
Profit Streak | 6.5881 | 6.5881 | 20.0151 | 6.5881 | 6.5881 | 20.0151 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508569 | 361275 | 374544 | 478452 | 403410 | 368418 |
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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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