Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354992.4393 | 217867.7953 | 137124.6439 | 373885.6911 | 336504.3911 | 37381.3 |
Total P&L (%) | 354.9924 | 217.8678 | 137.1246 | 373.8857 | 336.5044 | 37.3813 |
Avg Daily Profit (%) | 0.2612 | 0.1603 | 0.1009 | 0.1145 | 0.1085 | 0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139650 | -66505 | -135880 | -417029 | -194196 | -406013 |
Profit Factor | 1.4376 | 1.5913 | 1.3096 | 1.1979 | 1.4054 | 1.0353 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 43.7909 | 39.4737 | 48.0519 | 43.7909 | 39.4737 | 48.0519 |
Ratio Avg Win / Avg Loss | 1.8452 | 2.44 | 1.4158 | 1.5376 | 2.155 | 1.1192 |
Largest Winning Trade | 52648 | 52648 | 46002 | 127769 | 127769 | 79367 |
Largest Losing Trade | -37866 | -23170 | -37866 | -99409 | -69016 | -99409 |
Avg Bars in Trades | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Winners | 49 | 46 | 51 | 49 | 46 | 51 |
Avg Bars in Losers | 23 | 25 | 20 | 23 | 25 | 20 |
Bars Traded | 5313 | 2586 | 2726 | 5313 | 2586 | 2726 |
Profit Streak | 13.1877 | 35.4377 | 13.1877 | 13.1877 | 35.4377 | 13.1877 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347277 | -42303 | -100238 | -42378 | -98868 | -387929 |
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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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