Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348713.2355 | 245444.4639 | 103268.7716 | 410253.2995 | 300935.4165 | 109317.883 |
Total P&L (%) | 348.7132 | 245.4445 | 103.2688 | 410.2533 | 300.9354 | 109.3179 |
Avg Daily Profit (%) | 0.3348 | 0.2356 | 0.0991 | 0.1566 | 0.1334 | 0.0709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94863 | -89106 | -67287 | -875681 | -798340 | -399026 |
Profit Factor | 1.5568 | 1.752 | 1.3444 | 1.1151 | 1.1572 | 1.0663 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 39.1813 | 37.6471 | 40.6977 | 39.1813 | 37.6471 | 40.6977 |
Ratio Avg Win / Avg Loss | 2.4166 | 2.9017 | 1.959 | 1.7309 | 1.9166 | 1.5537 |
Largest Winning Trade | 153278 | 153278 | 32037 | 439360 | 439360 | 289362 |
Largest Losing Trade | -41241 | -17882 | -41241 | -274928 | -136270 | -274928 |
Avg Bars in Trades | 144 | 127 | 161 | 144 | 127 | 161 |
Avg Bars in Winners | 232 | 195 | 266 | 232 | 195 | 266 |
Avg Bars in Losers | 88 | 87 | 89 | 88 | 87 | 89 |
Bars Traded | 24759 | 10869 | 13890 | 24759 | 10869 | 13890 |
Profit Streak | 11.1342 | 0 | 14.5092 | 11.1342 | 0 | 14.5092 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319124 | 220192 | -62506 | -88245 | -66612 | -248108 |
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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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