Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146811.7551 | 93063.5759 | 53748.1792 | 154428.5997 | 95542.7026 | 58885.8971 |
Total P&L (%) | 146.8118 | 93.0636 | 53.7482 | 154.4286 | 95.5427 | 58.8859 |
Avg Daily Profit (%) | 0.2819 | 0.1787 | 0.1032 | 0.1795 | 0.1288 | 0.0889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69745 | -59778 | -39763 | -196555 | -173955 | -98709 |
Profit Factor | 1.2419 | 1.298 | 1.1824 | 1.1247 | 1.1489 | 1.0987 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Losing Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Profitability (%) | 43.1034 | 43.1034 | 43.1034 | 43.1034 | 43.1034 | 43.1034 |
Ratio Avg Win / Avg Loss | 1.6393 | 1.7134 | 1.5607 | 1.4846 | 1.5166 | 1.4503 |
Largest Winning Trade | 31591 | 31591 | 25462 | 54359 | 54359 | 49342 |
Largest Losing Trade | -15323 | -15323 | -11372 | -35816 | -35816 | -21249 |
Avg Bars in Trades | 71 | 68 | 74 | 71 | 68 | 74 |
Avg Bars in Winners | 108 | 107 | 110 | 108 | 107 | 110 |
Avg Bars in Losers | 42 | 38 | 46 | 42 | 38 | 46 |
Bars Traded | 24747 | 11865 | 12881 | 24747 | 11865 | 12881 |
Profit Streak | 5.5981 | 8.9731 | 5.5981 | 5.5981 | 8.9731 | 5.5981 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335679 | 261950 | -77311 | -75718 | -77967 | -189099 |
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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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