Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381665.0961 | 315812.9355 | 65852.1606 | 225716.7033 | 202465.4107 | 23251.2925 |
Total P&L (%) | 381.6651 | 315.8129 | 65.8522 | 225.7167 | 202.4654 | 23.2513 |
Avg Daily Profit (%) | 0.2155 | 0.1783 | 0.0372 | 0.0667 | 0.0625 | 0.0118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98863 | -83605 | -113297 | -214281 | -243959 | -179712 |
Profit Factor | 1.4451 | 1.8066 | 1.1413 | 1.1355 | 1.2508 | 1.0271 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 43.1373 | 38.961 | 47.3684 | 43.1373 | 38.961 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.9049 | 2.8303 | 1.2681 | 1.4968 | 1.9596 | 1.1412 |
Largest Winning Trade | 116275 | 116275 | 66090 | 100996 | 83568 | 100996 |
Largest Losing Trade | -44412 | -22794 | -44412 | -121839 | -74014 | -121839 |
Avg Bars in Trades | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Winners | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 3505 | 1805 | 1700 | 3505 | 1805 | 1700 |
Profit Streak | 38.5473 | 38.5473 | 140.5473 | 38.5473 | 38.5473 | 140.5473 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332438 | -34564 | -257389 | -175969 | -153985 | -421353 |
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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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