Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296139.4179 | 184293.6979 | 111845.72 | 740353.3129 | 442811.2064 | 297542.1065 |
Total P&L (%) | 296.1394 | 184.2937 | 111.8457 | 740.3533 | 442.8112 | 297.5421 |
Avg Daily Profit (%) | 0.3219 | 0.2003 | 0.1216 | 0.2316 | 0.184 | 0.1501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73373 | -50753 | -68672 | -189155 | -82447 | -114973 |
Profit Factor | 1.499 | 1.6951 | 1.3407 | 1.6127 | 1.8063 | 1.4514 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Losing Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Profitability (%) | 48.0565 | 47.5177 | 48.5915 | 48.0565 | 47.5177 | 48.5915 |
Ratio Avg Win / Avg Loss | 1.6203 | 1.8722 | 1.4184 | 1.7432 | 1.9951 | 1.5356 |
Largest Winning Trade | 47081 | 47081 | 32639 | 179385 | 179385 | 105624 |
Largest Losing Trade | -16982 | -15437 | -16982 | -94113 | -68875 | -94113 |
Avg Bars in Trades | 75 | 74 | 76 | 75 | 74 | 76 |
Avg Bars in Winners | 90 | 93 | 86 | 90 | 93 | 86 |
Avg Bars in Losers | 62 | 57 | 67 | 62 | 57 | 67 |
Bars Traded | 21444 | 10532 | 10912 | 21444 | 10532 | 10912 |
Profit Streak | 148.7561 | 151.7977 | 148.7561 | 148.7561 | 151.7977 | 148.7561 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459401 | 383508 | -30544 | 469731 | 386224 | 329869 |
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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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