Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195782.5703 | 129417.5585 | 66365.0117 | 280685.9457 | 230706.7267 | 49979.219 |
Total P&L (%) | 195.7826 | 129.4176 | 66.365 | 280.6859 | 230.7067 | 49.9792 |
Avg Daily Profit (%) | 0.3759 | 0.2485 | 0.1274 | 0.257 | 0.2299 | 0.0779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42832 | -34104 | -35279 | -83189 | -54508 | -81054 |
Profit Factor | 1.3042 | 1.4221 | 1.197 | 1.2611 | 1.4779 | 1.0844 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Losing Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Profitability (%) | 46.0843 | 46.3855 | 45.7831 | 46.0843 | 46.3855 | 45.7831 |
Ratio Avg Win / Avg Loss | 1.5259 | 1.6437 | 1.4175 | 1.4754 | 1.7082 | 1.2841 |
Largest Winning Trade | 31994 | 28296 | 31994 | 46152 | 40649 | 46152 |
Largest Losing Trade | -15701 | -14522 | -15701 | -47979 | -18133 | -47979 |
Avg Bars in Trades | 74 | 74 | 73 | 74 | 74 | 73 |
Avg Bars in Winners | 94 | 93 | 95 | 94 | 93 | 95 |
Avg Bars in Losers | 57 | 58 | 55 | 57 | 58 | 55 |
Bars Traded | 24717 | 12448 | 12269 | 24717 | 12448 | 12269 |
Profit Streak | 7.8862 | 8.6987 | 7.8862 | 7.8862 | 8.6987 | 7.8862 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415758 | 339709 | -28230 | 329679 | 346265 | -219262 |
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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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