Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139317.0652 | 85748.1262 | 53568.9391 | 127141.1632 | 89753.954 | 37387.2092 |
Total P&L (%) | 139.3171 | 85.7481 | 53.5689 | 127.1412 | 89.754 | 37.3872 |
Avg Daily Profit (%) | 0.2675 | 0.1646 | 0.1029 | 0.1576 | 0.1231 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78404 | -58048 | -55508 | -66083 | -47710 | -49675 |
Profit Factor | 1.2289 | 1.2869 | 1.173 | 1.217 | 1.3272 | 1.12 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 172 | 88 | 84 | 172 | 88 | 84 |
Losing Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Profitability (%) | 54.7771 | 56.051 | 53.5032 | 54.7771 | 56.051 | 53.5032 |
Ratio Avg Win / Avg Loss | 1.0146 | 1.0091 | 1.0194 | 1.0047 | 1.0406 | 0.9733 |
Largest Winning Trade | 21898 | 21898 | 21799 | 16680 | 15073 | 16680 |
Largest Losing Trade | -23916 | -23916 | -20116 | -25447 | -18694 | -25447 |
Avg Bars in Trades | 77 | 82 | 73 | 77 | 82 | 73 |
Avg Bars in Winners | 78 | 82 | 74 | 78 | 82 | 74 |
Avg Bars in Losers | 77 | 82 | 72 | 77 | 82 | 72 |
Bars Traded | 24485 | 12915 | 11570 | 24485 | 12915 | 11570 |
Profit Streak | 8.7272 | 9.7897 | 8.7272 | 8.7272 | 9.7897 | 8.7272 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399289 | 320807 | -86221 | 362857 | -26882 | -203342 |
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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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