Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161201.5049 | 103527.7693 | 57673.7356 | 214912.3394 | 133221.0431 | 81691.2963 |
Total P&L (%) | 161.2015 | 103.5278 | 57.6737 | 214.9123 | 133.221 | 81.6913 |
Avg Daily Profit (%) | 0.619 | 0.3975 | 0.2215 | 0.4415 | 0.3257 | 0.2296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48430 | -47554 | -42974 | -89884 | -68546 | -116131 |
Profit Factor | 1.3049 | 1.3932 | 1.2174 | 1.2131 | 1.2713 | 1.1579 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Losing Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Profitability (%) | 58.8732 | 58.7571 | 58.9888 | 58.8732 | 58.7571 | 58.9888 |
Ratio Avg Win / Avg Loss | 0.9116 | 0.9779 | 0.8464 | 0.8474 | 0.8923 | 0.805 |
Largest Winning Trade | 38947 | 19735 | 38947 | 88270 | 34783 | 88270 |
Largest Losing Trade | -17093 | -13957 | -17093 | -41528 | -36764 | -41528 |
Avg Bars in Trades | 69 | 78 | 61 | 69 | 78 | 61 |
Avg Bars in Winners | 61 | 65 | 57 | 61 | 65 | 57 |
Avg Bars in Losers | 81 | 95 | 67 | 81 | 95 | 67 |
Bars Traded | 24738 | 13810 | 10929 | 24738 | 13810 | 10929 |
Profit Streak | 0.1021 | 0 | 3.2375 | 0.1021 | 0 | 3.2375 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 267285 | 302655 | 179808 | 192454 | 253731 | -40505 |
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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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