Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157824.0828 | 97803.3137 | 60020.7691 | 179187.9297 | 103061.5161 | 76126.4137 |
Total P&L (%) | 157.8241 | 97.8033 | 60.0208 | 179.1879 | 103.0615 | 76.1264 |
Avg Daily Profit (%) | 0.303 | 0.1878 | 0.1152 | 0.1973 | 0.1361 | 0.1087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68161 | -58206 | -41850 | -136158 | -123552 | -88940 |
Profit Factor | 1.2915 | 1.3368 | 1.2392 | 1.1794 | 1.1933 | 1.1634 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 129 | 60 | 69 | 129 | 60 | 69 |
Losing Trades | 137 | 73 | 64 | 137 | 73 | 64 |
Profitability (%) | 48.4962 | 45.1128 | 51.8797 | 48.4962 | 45.1128 | 51.8797 |
Ratio Avg Win / Avg Loss | 1.3716 | 1.6265 | 1.1494 | 1.2525 | 1.4519 | 1.0791 |
Largest Winning Trade | 25243 | 25243 | 17957 | 47465 | 47465 | 36761 |
Largest Losing Trade | -19860 | -19860 | -17611 | -31472 | -28303 | -31472 |
Avg Bars in Trades | 92 | 100 | 85 | 92 | 100 | 85 |
Avg Bars in Winners | 113 | 124 | 103 | 113 | 124 | 103 |
Avg Bars in Losers | 73 | 79 | 65 | 73 | 79 | 65 |
Bars Traded | 24651 | 13314 | 11336 | 24651 | 13314 | 11336 |
Profit Streak | 7.106 | 7.7519 | 0 | 7.106 | 7.7519 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340365 | 249931 | -40631 | -14712 | -21216 | -89151 |
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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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