Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158989.3173 | 112702.7001 | 46286.6172 | 89041.1125 | 68779.5759 | 20261.5366 |
Total P&L (%) | 158.9893 | 112.7027 | 46.2866 | 89.0411 | 68.7796 | 20.2615 |
Avg Daily Profit (%) | 0.2755 | 0.1953 | 0.0802 | 0.1104 | 0.0907 | 0.032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108526 | -75414 | -60941 | -319294 | -238351 | -142436 |
Profit Factor | 1.309 | 1.4302 | 1.1833 | 1.0827 | 1.1191 | 1.0406 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Losing Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Profitability (%) | 43.75 | 47.3214 | 40.1786 | 43.75 | 47.3214 | 40.1786 |
Ratio Avg Win / Avg Loss | 1.683 | 1.5921 | 1.7618 | 1.3921 | 1.2458 | 1.5493 |
Largest Winning Trade | 76758 | 76758 | 36867 | 188518 | 188518 | 52620 |
Largest Losing Trade | -23716 | -23716 | -21725 | -106998 | -106998 | -68526 |
Avg Bars in Trades | 59 | 59 | 60 | 59 | 59 | 60 |
Avg Bars in Winners | 77 | 81 | 72 | 77 | 81 | 72 |
Avg Bars in Losers | 46 | 39 | 51 | 46 | 39 | 51 |
Bars Traded | 13390 | 6649 | 6741 | 13390 | 6649 | 6741 |
Profit Streak | 498.2761 | 498.2761 | 510.3178 | 498.2761 | 498.2761 | 510.3178 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317817 | 304838 | -108833 | -175825 | -162487 | -335157 |
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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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