Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193377.7812 | 158508.5996 | 34869.1815 | 110763.2273 | 49220.009 | 61543.2183 |
Total P&L (%) | 193.3778 | 158.5086 | 34.8692 | 110.7632 | 49.22 | 61.5432 |
Avg Daily Profit (%) | 0.1856 | 0.1522 | 0.0335 | 0.0716 | 0.0384 | 0.0461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73629 | -60655 | -95986 | -155228 | -88927 | -81095 |
Profit Factor | 1.2256 | 1.353 | 1.0855 | 1.1175 | 1.0954 | 1.1443 |
Total Trades | 345 | 173 | 172 | 345 | 173 | 172 |
Winning Trades | 152 | 73 | 79 | 152 | 73 | 79 |
Losing Trades | 193 | 100 | 93 | 193 | 100 | 93 |
Profitability (%) | 44.058 | 42.1965 | 45.9302 | 44.058 | 42.1965 | 45.9302 |
Ratio Avg Win / Avg Loss | 1.5562 | 1.8534 | 1.2778 | 1.4189 | 1.5005 | 1.347 |
Largest Winning Trade | 67303 | 67303 | 20618 | 49090 | 49090 | 32950 |
Largest Losing Trade | -26307 | -26307 | -16428 | -40222 | -40222 | -25450 |
Avg Bars in Trades | 71 | 77 | 65 | 71 | 77 | 65 |
Avg Bars in Winners | 102 | 113 | 92 | 102 | 113 | 92 |
Avg Bars in Losers | 47 | 52 | 42 | 47 | 52 | 42 |
Bars Traded | 24708 | 13483 | 11226 | 24708 | 13483 | 11226 |
Profit Streak | 14.9254 | 14.9254 | 21.9671 | 14.9254 | 14.9254 | 21.9671 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316967 | 238830 | -277576 | -188043 | -259557 | -193993 |
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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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