Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273106.1954 | 202177.7698 | 70928.4256 | 179096.2953 | 160587.9731 | 18508.3222 |
Total P&L (%) | 273.1062 | 202.1778 | 70.9284 | 179.0963 | 160.588 | 18.5083 |
Avg Daily Profit (%) | 0.2622 | 0.1941 | 0.0681 | 0.0986 | 0.092 | 0.0163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104309 | -55834 | -92032 | -244584 | -210295 | -206303 |
Profit Factor | 1.335 | 1.4709 | 1.1838 | 1.1048 | 1.1701 | 1.0242 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Losing Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Profitability (%) | 44.5545 | 44.3709 | 44.7368 | 44.5545 | 44.3709 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.6613 | 1.8441 | 1.4623 | 1.3749 | 1.467 | 1.2652 |
Largest Winning Trade | 102567 | 102567 | 25198 | 239571 | 239571 | 47410 |
Largest Losing Trade | -36974 | -36974 | -30780 | -184290 | -184290 | -66877 |
Avg Bars in Trades | 78 | 92 | 64 | 78 | 92 | 64 |
Avg Bars in Winners | 94 | 103 | 85 | 94 | 103 | 85 |
Avg Bars in Losers | 66 | 84 | 47 | 66 | 84 | 47 |
Bars Traded | 23873 | 14001 | 9871 | 23873 | 14001 | 9871 |
Profit Streak | 41.4646 | 41.5896 | 41.4646 | 41.4646 | 41.5896 | 41.4646 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360559 | 302643 | -121640 | -166141 | -104928 | -374116 |
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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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