Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176737.4588 | 137047.2423 | 39690.2165 | 98297.3354 | 2934.3649 | 95362.9705 |
Total P&L (%) | 176.7375 | 137.0472 | 39.6902 | 98.2973 | 2.9344 | 95.363 |
Avg Daily Profit (%) | 0.1649 | 0.1279 | 0.037 | 0.0639 | 0.0027 | 0.0625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80230 | -81716 | -88827 | -283681 | -281381 | -73408 |
Profit Factor | 1.275 | 1.3326 | 1.1721 | 1.094 | 1.0039 | 1.3302 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 218 | 111 | 107 | 218 | 111 | 107 |
Losing Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Profitability (%) | 74.4027 | 76.0274 | 72.7891 | 74.4027 | 76.0274 | 72.7891 |
Ratio Avg Win / Avg Loss | 0.4387 | 0.4202 | 0.4382 | 0.3764 | 0.3165 | 0.4973 |
Largest Winning Trade | 34016 | 34016 | 12258 | 28490 | 28490 | 26959 |
Largest Losing Trade | -41473 | -41473 | -31825 | -174015 | -174015 | -49311 |
Avg Bars in Trades | 21 | 36 | 5 | 21 | 36 | 5 |
Avg Bars in Winners | 8 | 14 | 3 | 8 | 14 | 3 |
Avg Bars in Losers | 56 | 107 | 11 | 56 | 107 | 11 |
Bars Traded | 6167 | 5342 | 825 | 6167 | 5342 | 825 |
Profit Streak | 13.9801 | 17.1468 | 13.9801 | 13.9801 | 17.1468 | 13.9801 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438715 | -18943 | -173958 | -219815 | -568178 | -106294 |
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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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