Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158526.0363 | 101812.2897 | 56713.7466 | 100541.3453 | 108041.3557 | -7500.0104 |
Total P&L (%) | 158.526 | 101.8123 | 56.7137 | 100.5413 | 108.0414 | -7.5 |
Avg Daily Profit (%) | 0.3044 | 0.1955 | 0.1089 | 0.1337 | 0.1408 | -0.015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73292 | -69281 | -46155 | -134268 | -115441 | -104227 |
Profit Factor | 1.2229 | 1.31 | 1.1482 | 1.0989 | 1.2406 | 0.9868 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Losing Trades | 133 | 65 | 68 | 133 | 65 | 68 |
Profitability (%) | 47.4308 | 48.8189 | 46.0317 | 47.4308 | 48.8189 | 46.0317 |
Ratio Avg Win / Avg Loss | 1.3554 | 1.3734 | 1.3462 | 1.2179 | 1.3006 | 1.1569 |
Largest Winning Trade | 29976 | 23773 | 29976 | 43516 | 36077 | 43516 |
Largest Losing Trade | -32167 | -16286 | -32167 | -61309 | -23534 | -61309 |
Avg Bars in Trades | 97 | 97 | 97 | 97 | 97 | 97 |
Avg Bars in Winners | 104 | 92 | 117 | 104 | 92 | 117 |
Avg Bars in Losers | 90 | 101 | 80 | 90 | 101 | 80 |
Bars Traded | 24656 | 12346 | 12310 | 24656 | 12346 | 12310 |
Profit Streak | 3.9938 | 4.4521 | 3.9938 | 3.9938 | 4.4521 | 3.9938 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308043 | 257342 | -108543 | -125885 | -5993 | -581668 |
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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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