Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161540.8624 | 73477.4885 | 88063.3739 | 198723.0592 | 75427.9266 | 123295.1325 |
Total P&L (%) | 161.5409 | 73.4775 | 88.0634 | 198.7231 | 75.4279 | 123.2951 |
Avg Daily Profit (%) | 0.244 | 0.111 | 0.133 | 0.1654 | 0.0849 | 0.1214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78484 | -48870 | -51578 | -149157 | -102246 | -88353 |
Profit Factor | 1.2999 | 1.276 | 1.3233 | 1.2341 | 1.1752 | 1.2948 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 153 | 79 | 74 | 153 | 79 | 74 |
Losing Trades | 139 | 67 | 72 | 139 | 67 | 72 |
Profitability (%) | 52.3973 | 54.1096 | 50.6849 | 52.3973 | 54.1096 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.181 | 1.0821 | 1.2876 | 1.1212 | 0.9967 | 1.2598 |
Largest Winning Trade | 34562 | 34562 | 29481 | 66652 | 66652 | 48761 |
Largest Losing Trade | -18178 | -17767 | -18178 | -44845 | -44845 | -29019 |
Avg Bars in Trades | 52 | 55 | 50 | 52 | 55 | 50 |
Avg Bars in Winners | 64 | 64 | 65 | 64 | 64 | 65 |
Avg Bars in Losers | 39 | 44 | 35 | 39 | 44 | 35 |
Bars Traded | 15473 | 8099 | 7374 | 15473 | 8099 | 7374 |
Profit Streak | 415.3125 | 424.4375 | 415.3125 | 415.3125 | 424.4375 | 415.3125 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387377 | -43293 | -14846 | 348725 | -107455 | -30492 |
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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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