Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138430.4944 | 82487.8682 | 55942.6263 | 134944.8304 | 101597.6226 | 33347.2078 |
Total P&L (%) | 138.4305 | 82.4879 | 55.9426 | 134.9448 | 101.5976 | 33.3472 |
Avg Daily Profit (%) | 1.5946 | 0.9502 | 0.6444 | 0.9888 | 0.8109 | 0.3321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44999 | -44997 | -37236 | -54269 | -49992 | -45816 |
Profit Factor | 1.4194 | 1.5047 | 1.3357 | 1.3764 | 1.579 | 1.1822 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 151 | 70 | 81 | 151 | 70 | 81 |
Losing Trades | 186 | 99 | 87 | 186 | 99 | 87 |
Profitability (%) | 44.8071 | 41.4201 | 48.2143 | 44.8071 | 41.4201 | 48.2143 |
Ratio Avg Win / Avg Loss | 1.7484 | 2.1281 | 1.4346 | 1.6954 | 2.2331 | 1.2697 |
Largest Winning Trade | 80127 | 80127 | 64693 | 104512 | 104512 | 51235 |
Largest Losing Trade | -18708 | -7456 | -18708 | -21475 | -8407 | -21475 |
Avg Bars in Trades | 73 | 74 | 71 | 73 | 74 | 71 |
Avg Bars in Winners | 94 | 94 | 93 | 94 | 94 | 93 |
Avg Bars in Losers | 55 | 60 | 50 | 55 | 60 | 50 |
Bars Traded | 24655 | 12654 | 12001 | 24655 | 12654 | 12001 |
Profit Streak | 0.349 | 0.349 | 1.2865 | 0.349 | 0.349 | 1.2865 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357630 | 243949 | 221537 | 329235 | 255923 | -18831 |
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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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