Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156855.8381 | 91909.1095 | 64946.7286 | 151105.0016 | 123472.9727 | 27632.029 |
Total P&L (%) | 156.8558 | 91.9091 | 64.9467 | 151.105 | 123.473 | 27.632 |
Avg Daily Profit (%) | 0.3012 | 0.1765 | 0.1247 | 0.1769 | 0.1545 | 0.0469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84232 | -30718 | -92738 | -144661 | -66260 | -144567 |
Profit Factor | 1.3018 | 1.3832 | 1.232 | 1.1414 | 1.2512 | 1.0479 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Losing Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Profitability (%) | 56.7568 | 56.1538 | 57.3643 | 56.7568 | 56.1538 | 57.3643 |
Ratio Avg Win / Avg Loss | 0.9918 | 1.0801 | 0.9157 | 0.8697 | 0.9769 | 0.7788 |
Largest Winning Trade | 20450 | 20450 | 19320 | 52116 | 52116 | 33618 |
Largest Losing Trade | -35865 | -16039 | -35865 | -120318 | -33107 | -120318 |
Avg Bars in Trades | 94 | 74 | 114 | 94 | 74 | 114 |
Avg Bars in Winners | 83 | 69 | 97 | 83 | 69 | 97 |
Avg Bars in Losers | 108 | 79 | 137 | 108 | 79 | 137 |
Bars Traded | 24428 | 9656 | 14772 | 24428 | 9656 | 14772 |
Profit Streak | 8.3399 | 10.2357 | 0 | 8.3399 | 10.2357 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332931 | 328791 | -28702 | -56875 | 232976 | -302985 |
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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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