Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177396.4894 | 63511.1421 | 113885.3473 | 313036.0426 | 148509.8055 | 164526.2371 |
Total P&L (%) | 177.3965 | 63.5111 | 113.8853 | 313.036 | 148.5098 | 164.5262 |
Avg Daily Profit (%) | 0.6812 | 0.2439 | 0.4373 | 0.5461 | 0.3502 | 0.3742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58787 | -53218 | -22533 | -107966 | -58061 | -81757 |
Profit Factor | 1.4242 | 1.2887 | 1.5747 | 1.3705 | 1.3465 | 1.3951 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Losing Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Profitability (%) | 38.0062 | 38.125 | 37.8882 | 38.0062 | 38.125 | 37.8882 |
Ratio Avg Win / Avg Loss | 2.3231 | 2.0915 | 2.5815 | 2.2355 | 2.1854 | 2.2871 |
Largest Winning Trade | 29420 | 29420 | 22146 | 63194 | 63194 | 50299 |
Largest Losing Trade | -9640 | -9640 | -6521 | -27887 | -23220 | -27887 |
Avg Bars in Trades | 77 | 82 | 71 | 77 | 82 | 71 |
Avg Bars in Winners | 140 | 148 | 131 | 140 | 148 | 131 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 24767 | 13271 | 11496 | 24767 | 13271 | 11496 |
Profit Streak | 3.8961 | 4.594 | 3.8961 | 3.8961 | 4.594 | 3.8961 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356838 | 135316 | 246563 | 303454 | 196321 | 187641 |
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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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