Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124124.7247 | 70529.8762 | 53594.8485 | 195015.3774 | 119365.5882 | 75649.7892 |
Total P&L (%) | 124.1247 | 70.5299 | 53.5948 | 195.0154 | 119.3656 | 75.6498 |
Avg Daily Profit (%) | 0.4766 | 0.2708 | 0.2058 | 0.4163 | 0.3021 | 0.2165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27090 | -18329 | -21057 | -59768 | -40459 | -43794 |
Profit Factor | 1.6243 | 1.6881 | 1.5564 | 1.5651 | 1.7041 | 1.4309 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 71.1656 | 74.0741 | 68.2927 | 71.1656 | 74.0741 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.6581 | 0.5908 | 0.7226 | 0.6341 | 0.5964 | 0.6644 |
Largest Winning Trade | 14143 | 14143 | 7074 | 22198 | 22198 | 13056 |
Largest Losing Trade | -16655 | -16655 | -11857 | -26596 | -19739 | -26596 |
Avg Bars in Trades | 149 | 141 | 158 | 149 | 141 | 158 |
Avg Bars in Winners | 102 | 104 | 100 | 102 | 104 | 100 |
Avg Bars in Losers | 266 | 247 | 281 | 266 | 247 | 281 |
Bars Traded | 24447 | 11486 | 12962 | 24447 | 11486 | 12962 |
Profit Streak | 3.979 | 11.6456 | 3.979 | 3.979 | 11.6456 | 3.979 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457415 | 7585 | 112208 | 429490 | 18322 | 127285 |
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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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