Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141609.0686 | 68543.4015 | 73065.6671 | 249910.1111 | 118044.3346 | 131865.7766 |
Total P&L (%) | 141.6091 | 68.5434 | 73.0657 | 249.9101 | 118.0443 | 131.8658 |
Avg Daily Profit (%) | 0.5438 | 0.2632 | 0.2806 | 0.4821 | 0.2998 | 0.3235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22405 | -17842 | -17733 | -41133 | -29082 | -40781 |
Profit Factor | 1.7199 | 1.6966 | 1.7433 | 1.6848 | 1.6866 | 1.6832 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 70.6897 | 73.5632 | 67.8161 | 70.6897 | 73.5632 | 67.8161 |
Ratio Avg Win / Avg Loss | 0.7131 | 0.6097 | 0.8273 | 0.6986 | 0.6061 | 0.7988 |
Largest Winning Trade | 17536 | 11307 | 17536 | 52206 | 18574 | 52206 |
Largest Losing Trade | -14734 | -14734 | -11319 | -35127 | -20067 | -35127 |
Avg Bars in Trades | 141 | 136 | 147 | 141 | 136 | 147 |
Avg Bars in Winners | 95 | 98 | 90 | 95 | 98 | 90 |
Avg Bars in Losers | 254 | 240 | 266 | 254 | 240 | 266 |
Bars Traded | 24681 | 11870 | 12810 | 24681 | 11870 | 12810 |
Profit Streak | 6.533 | 14.1059 | 6.533 | 6.533 | 14.1059 | 6.533 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538066 | 421604 | 406214 | 516653 | 435659 | 415236 |
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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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