Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176011.6216 | 125140.9438 | 50870.6777 | 112331.2645 | 99676.9454 | 12654.3191 |
Total P&L (%) | 176.0116 | 125.1409 | 50.8707 | 112.3313 | 99.6769 | 12.6543 |
Avg Daily Profit (%) | 0.3379 | 0.2403 | 0.0977 | 0.1447 | 0.1329 | 0.0229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70975 | -62706 | -47451 | -245377 | -229592 | -159155 |
Profit Factor | 1.2968 | 1.4026 | 1.1803 | 1.0694 | 1.1175 | 1.0164 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 139 | 73 | 66 | 139 | 73 | 66 |
Profitability (%) | 43.4959 | 40.6504 | 46.3415 | 43.4959 | 40.6504 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.6846 | 2.0478 | 1.3666 | 1.3893 | 1.6315 | 1.1769 |
Largest Winning Trade | 87848 | 87848 | 30322 | 192858 | 192858 | 83073 |
Largest Losing Trade | -15335 | -13632 | -15335 | -51192 | -45579 | -51192 |
Avg Bars in Trades | 100 | 94 | 106 | 100 | 94 | 106 |
Avg Bars in Winners | 129 | 120 | 137 | 129 | 120 | 137 |
Avg Bars in Losers | 77 | 76 | 79 | 77 | 76 | 79 |
Bars Traded | 24642 | 11570 | 13072 | 24642 | 11570 | 13072 |
Profit Streak | 8.6327 | 8.6535 | 8.6327 | 8.6327 | 8.6535 | 8.6327 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334284 | 216909 | -87647 | -144752 | -109621 | -449484 |
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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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