Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190586.592 | 106314.3433 | 84272.2487 | 293264.4829 | 102978.5334 | 190285.9495 |
Total P&L (%) | 190.5866 | 106.3143 | 84.2722 | 293.2645 | 102.9785 | 190.286 |
Avg Daily Profit (%) | 0.3659 | 0.2041 | 0.1618 | 0.2633 | 0.136 | 0.2048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70574 | -42917 | -37502 | -249413 | -158965 | -144824 |
Profit Factor | 1.3328 | 1.3494 | 1.3139 | 1.1868 | 1.1196 | 1.2684 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 153 | 75 | 78 | 153 | 75 | 78 |
Losing Trades | 151 | 77 | 74 | 151 | 77 | 74 |
Profitability (%) | 50.3289 | 49.3421 | 51.3158 | 50.3289 | 49.3421 | 51.3158 |
Ratio Avg Win / Avg Loss | 1.3154 | 1.3854 | 1.2465 | 1.1713 | 1.1494 | 1.2034 |
Largest Winning Trade | 21452 | 21452 | 18216 | 60222 | 60222 | 58588 |
Largest Losing Trade | -18397 | -18397 | -16541 | -64236 | -64236 | -51046 |
Avg Bars in Trades | 80 | 85 | 76 | 80 | 85 | 76 |
Avg Bars in Winners | 83 | 84 | 81 | 83 | 84 | 81 |
Avg Bars in Losers | 78 | 86 | 70 | 78 | 86 | 70 |
Bars Traded | 24618 | 13015 | 11603 | 24618 | 13015 | 11603 |
Profit Streak | 6.1684 | 6.1684 | 7.5017 | 6.1684 | 6.1684 | 7.5017 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415975 | 293517 | 287472 | -4667 | -100319 | 290694 |
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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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