Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137935.1386 | 86717.6443 | 51217.4943 | 153991.8564 | 106993.6971 | 46998.1593 |
Total P&L (%) | 137.9351 | 86.7176 | 51.2175 | 153.9919 | 106.9937 | 46.9982 |
Avg Daily Profit (%) | 0.518 | 0.3256 | 0.1923 | 0.3506 | 0.2736 | 0.1448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42118 | -43156 | -40351 | -94456 | -42673 | -95300 |
Profit Factor | 1.5565 | 1.6777 | 1.4272 | 1.4932 | 1.7318 | 1.2831 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 48.2759 | 51.1628 | 45.4545 | 48.2759 | 51.1628 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.6677 | 1.6015 | 1.7126 | 1.5999 | 1.6531 | 1.5398 |
Largest Winning Trade | 31054 | 31054 | 23300 | 64492 | 64492 | 47997 |
Largest Losing Trade | -26169 | -26169 | -17565 | -41881 | -34343 | -41881 |
Avg Bars in Trades | 143 | 142 | 145 | 143 | 142 | 145 |
Avg Bars in Winners | 164 | 160 | 167 | 164 | 160 | 167 |
Avg Bars in Losers | 124 | 122 | 126 | 124 | 122 | 126 |
Bars Traded | 12511 | 6116 | 6395 | 12511 | 6116 | 6395 |
Profit Streak | 282.8701 | 282.8701 | 293.0576 | 282.8701 | 282.8701 | 293.0576 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454869 | 406311 | 235346 | 389460 | 394045 | -2030 |
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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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