Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152225.8417 | 91332.6609 | 60893.1808 | 171021.4014 | 109795.3563 | 61226.0452 |
Total P&L (%) | 152.2258 | 91.3327 | 60.8932 | 171.0214 | 109.7954 | 61.226 |
Avg Daily Profit (%) | 0.2923 | 0.1754 | 0.1169 | 0.1916 | 0.1424 | 0.0917 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52533 | -43222 | -35457 | -178952 | -104001 | -106330 |
Profit Factor | 1.2621 | 1.279 | 1.2403 | 1.1477 | 1.171 | 1.1186 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 139 | 68 | 71 | 139 | 68 | 71 |
Losing Trades | 164 | 84 | 80 | 164 | 84 | 80 |
Profitability (%) | 45.8746 | 44.7368 | 47.0199 | 45.8746 | 44.7368 | 47.0199 |
Ratio Avg Win / Avg Loss | 1.4891 | 1.5799 | 1.3975 | 1.3541 | 1.4466 | 1.2604 |
Largest Winning Trade | 23955 | 23955 | 20742 | 77572 | 77572 | 43974 |
Largest Losing Trade | -15515 | -13402 | -15515 | -37459 | -30297 | -37459 |
Avg Bars in Trades | 81 | 89 | 74 | 81 | 89 | 74 |
Avg Bars in Winners | 106 | 116 | 97 | 106 | 116 | 97 |
Avg Bars in Losers | 60 | 66 | 53 | 60 | 66 | 53 |
Bars Traded | 24735 | 13540 | 11195 | 24735 | 13540 | 11195 |
Profit Streak | 5.3099 | 5.3099 | 5.6016 | 5.3099 | 5.3099 | 5.6016 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318716 | 245263 | -38593 | -49948 | -37051 | -161884 |
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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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