Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121926.7897 | 46319.3187 | 75607.471 | 169805.4145 | 54883.6211 | 114921.7934 |
Total P&L (%) | 121.9268 | 46.3193 | 75.6075 | 169.8054 | 54.8836 | 114.9218 |
Avg Daily Profit (%) | 0.4682 | 0.1779 | 0.2903 | 0.3819 | 0.1681 | 0.2942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43496 | -24120 | -26821 | -63461 | -46972 | -37813 |
Profit Factor | 1.4093 | 1.2753 | 1.583 | 1.3849 | 1.2208 | 1.5969 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 163 | 80 | 83 | 163 | 80 | 83 |
Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
Profitability (%) | 57.8014 | 56.7376 | 58.8652 | 57.8014 | 56.7376 | 58.8652 |
Ratio Avg Win / Avg Loss | 1.0288 | 0.9724 | 1.1062 | 1.0111 | 0.9308 | 1.1159 |
Largest Winning Trade | 26636 | 17214 | 26636 | 54988 | 30960 | 54988 |
Largest Losing Trade | -19239 | -19239 | -14450 | -26342 | -24191 | -26342 |
Avg Bars in Trades | 87 | 90 | 84 | 87 | 90 | 84 |
Avg Bars in Winners | 74 | 73 | 76 | 74 | 73 | 76 |
Avg Bars in Losers | 104 | 113 | 95 | 104 | 113 | 95 |
Bars Traded | 24645 | 12745 | 11900 | 24645 | 12745 | 11900 |
Profit Streak | 7.4342 | 7.8301 | 7.4342 | 7.4342 | 7.8301 | 7.4342 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486045 | 179619 | 410137 | 454130 | 188125 | 414400 |
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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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