Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175557.5695 | 165930.6256 | 9626.9439 | 97917.5794 | 254651.6194 | -156734.04 |
Total P&L (%) | 175.5576 | 165.9306 | 9.6269 | 97.9176 | 254.6516 | -156.734 |
Avg Daily Profit (%) | 0.1685 | 0.1593 | 0.0092 | 0.0656 | 0.1216 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86526 | -61537 | -79925 | -202430 | -85785 | -248775 |
Profit Factor | 1.2483 | 1.5481 | 1.0238 | 1.0812 | 1.5191 | 0.781 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Losing Trades | 133 | 65 | 68 | 133 | 65 | 68 |
Profitability (%) | 43.8819 | 45.3782 | 42.3729 | 43.8819 | 45.3782 | 42.3729 |
Ratio Avg Win / Avg Loss | 1.5964 | 1.8635 | 1.3924 | 1.3827 | 1.8285 | 1.0621 |
Largest Winning Trade | 53093 | 46557 | 53093 | 93363 | 93363 | 78909 |
Largest Losing Trade | -24875 | -14173 | -24875 | -77949 | -40279 | -77949 |
Avg Bars in Trades | 102 | 55 | 149 | 102 | 55 | 149 |
Avg Bars in Winners | 156 | 66 | 254 | 156 | 66 | 254 |
Avg Bars in Losers | 60 | 46 | 72 | 60 | 46 | 72 |
Bars Traded | 24268 | 6636 | 17632 | 24268 | 6636 | 17632 |
Profit Streak | 27.4371 | 27.4371 | 29.0621 | 27.4371 | 27.4371 | 29.0621 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 291761 | 305633 | -543265 | -236751 | -29625 | -581777 |
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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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