Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120111.3387 | 68367.6652 | 51743.6736 | 182423.2972 | 104162.2319 | 78261.0652 |
Total P&L (%) | 120.1113 | 68.3677 | 51.7437 | 182.4233 | 104.1622 | 78.2611 |
Avg Daily Profit (%) | 0.4612 | 0.2625 | 0.1987 | 0.3995 | 0.2745 | 0.2222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36503 | -22015 | -20375 | -65517 | -33587 | -39571 |
Profit Factor | 1.6171 | 1.7044 | 1.5303 | 1.5606 | 1.6388 | 1.4821 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 71.3415 | 68.2927 | 74.3902 | 71.3415 | 68.2927 | 74.3902 |
Ratio Avg Win / Avg Loss | 0.6496 | 0.7913 | 0.5268 | 0.6269 | 0.7609 | 0.5102 |
Largest Winning Trade | 11565 | 11565 | 9096 | 19918 | 19918 | 18999 |
Largest Losing Trade | -16346 | -16346 | -12148 | -33849 | -22102 | -33849 |
Avg Bars in Trades | 150 | 148 | 153 | 150 | 148 | 153 |
Avg Bars in Winners | 106 | 102 | 109 | 106 | 102 | 109 |
Avg Bars in Losers | 262 | 245 | 283 | 262 | 245 | 283 |
Bars Traded | 24753 | 12141 | 12612 | 24753 | 12141 | 12612 |
Profit Streak | 0 | 0 | 3.3851 | 0 | 0 | 3.3851 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445228 | 190584 | 108618 | 416379 | 193617 | 149066 |
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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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