Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431518.5136 | 375459.0882 | 56059.4254 | 146374.9326 | 91565.9284 | 54809.0042 |
Total P&L (%) | 431.5185 | 375.4591 | 56.0594 | 146.3749 | 91.5659 | 54.809 |
Avg Daily Profit (%) | 0.2256 | 0.1963 | 0.0293 | 0.0472 | 0.034 | 0.0229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138302 | -86420 | -186164 | -96672 | -114813 | -154232 |
Profit Factor | 1.2899 | 1.5708 | 1.0675 | 1.1338 | 1.1768 | 1.0951 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Losing Trades | 195 | 96 | 99 | 195 | 96 | 99 |
Profitability (%) | 41.4414 | 42.1687 | 40.7186 | 41.4414 | 42.1687 | 40.7186 |
Ratio Avg Win / Avg Loss | 1.8227 | 2.1543 | 1.5541 | 1.6021 | 1.6139 | 1.5943 |
Largest Winning Trade | 129151 | 129151 | 32529 | 88346 | 88346 | 48827 |
Largest Losing Trade | -36657 | -29690 | -36657 | -46260 | -46260 | -26201 |
Avg Bars in Trades | 68 | 68 | 67 | 68 | 68 | 67 |
Avg Bars in Winners | 108 | 101 | 115 | 108 | 101 | 115 |
Avg Bars in Losers | 39 | 44 | 35 | 39 | 44 | 35 |
Bars Traded | 22670 | 11319 | 11351 | 22670 | 11319 | 11351 |
Profit Streak | 36.0677 | 36.0677 | 73.0677 | 36.0677 | 36.0677 | 73.0677 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317681 | 297053 | -301699 | -202330 | -174569 | -280014 |
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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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