Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191567.7322 | 57277.2625 | 134290.4697 | 313242.0454 | 137447.2677 | 175794.7777 |
Total P&L (%) | 191.5677 | 57.2773 | 134.2905 | 313.242 | 137.4473 | 175.7948 |
Avg Daily Profit (%) | 0.3678 | 0.11 | 0.2578 | 0.2728 | 0.1662 | 0.195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53959 | -63427 | -36440 | -147900 | -55141 | -113204 |
Profit Factor | 1.593 | 1.3483 | 1.8466 | 1.5847 | 1.5977 | 1.575 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 57.1429 | 54.7945 | 59.4595 | 57.1429 | 54.7945 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.1947 | 1.1124 | 1.2591 | 1.1886 | 1.3181 | 1.0738 |
Largest Winning Trade | 32049 | 32049 | 21830 | 49817 | 48718 | 49817 |
Largest Losing Trade | -24187 | -24185 | -24187 | -65413 | -30544 | -65413 |
Avg Bars in Trades | 165 | 166 | 164 | 165 | 166 | 164 |
Avg Bars in Winners | 133 | 134 | 132 | 133 | 134 | 132 |
Avg Bars in Losers | 208 | 204 | 211 | 208 | 204 | 211 |
Bars Traded | 24333 | 12139 | 12194 | 24333 | 12139 | 12194 |
Profit Streak | 10.9146 | 51.7688 | 10.9146 | 10.9146 | 51.7688 | 10.9146 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459731 | -116794 | -52371 | 428679 | -60915 | -53537 |
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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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