Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133123.2436 | 72143.1345 | 60980.1091 | 227946.1277 | 137052.6061 | 90893.5216 |
Total P&L (%) | 133.1232 | 72.1431 | 60.9801 | 227.9461 | 137.0526 | 90.8935 |
Avg Daily Profit (%) | 0.5112 | 0.277 | 0.2342 | 0.4571 | 0.332 | 0.2486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20786 | -14864 | -20963 | -49433 | -34584 | -56206 |
Profit Factor | 1.7078 | 1.76 | 1.6545 | 1.574 | 1.731 | 1.4335 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 122 | 62 | 60 | 122 | 62 | 60 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 71.345 | 72.093 | 70.5882 | 71.345 | 72.093 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.6859 | 0.6813 | 0.6894 | 0.6322 | 0.6701 | 0.5973 |
Largest Winning Trade | 11497 | 11497 | 7648 | 20466 | 20466 | 13687 |
Largest Losing Trade | -14171 | -14171 | -10490 | -33258 | -21645 | -33258 |
Avg Bars in Trades | 143 | 138 | 147 | 143 | 138 | 147 |
Avg Bars in Winners | 100 | 99 | 100 | 100 | 99 | 100 |
Avg Bars in Losers | 250 | 238 | 261 | 250 | 238 | 261 |
Bars Traded | 24506 | 11930 | 12575 | 24506 | 11930 | 12575 |
Profit Streak | 0 | 0 | 5.3671 | 0 | 0 | 5.3671 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468231 | 369388 | 362542 | 438375 | 384285 | 348207 |
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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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