Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188125.4785 | 86322.9932 | 101802.4854 | 242051.759 | 86741.1863 | 155310.5727 |
Total P&L (%) | 188.1255 | 86.323 | 101.8025 | 242.0518 | 86.7412 | 155.3106 |
Avg Daily Profit (%) | 0.3612 | 0.1657 | 0.1955 | 0.2364 | 0.12 | 0.1801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91403 | -85165 | -34762 | -285708 | -259256 | -75877 |
Profit Factor | 1.2936 | 1.2795 | 1.3067 | 1.1771 | 1.1256 | 1.2297 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Profitability (%) | 40.4844 | 36.8056 | 44.1379 | 40.4844 | 36.8056 | 44.1379 |
Ratio Avg Win / Avg Loss | 1.9017 | 2.1969 | 1.6538 | 1.7305 | 1.9327 | 1.5563 |
Largest Winning Trade | 30046 | 30046 | 23378 | 63992 | 48974 | 63992 |
Largest Losing Trade | -16956 | -14990 | -16956 | -37526 | -37526 | -33448 |
Avg Bars in Trades | 85 | 84 | 86 | 85 | 84 | 86 |
Avg Bars in Winners | 134 | 136 | 133 | 134 | 136 | 133 |
Avg Bars in Losers | 51 | 54 | 48 | 51 | 54 | 48 |
Bars Traded | 24684 | 12199 | 12485 | 24684 | 12199 | 12485 |
Profit Streak | 14.533 | 24.9705 | 14.533 | 14.533 | 24.9705 | 14.533 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322159 | 145063 | 247447 | -17854 | -118408 | 225790 |
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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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