Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144995.1436 | 85602.0416 | 59393.1019 | 172976.3521 | 123163.4672 | 49812.885 |
Total P&L (%) | 144.9951 | 85.602 | 59.3931 | 172.9764 | 123.1635 | 49.8129 |
Avg Daily Profit (%) | 0.2784 | 0.1644 | 0.114 | 0.193 | 0.1542 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59829 | -53537 | -38071 | -207227 | -138804 | -122627 |
Profit Factor | 1.3905 | 1.4408 | 1.3353 | 1.1957 | 1.269 | 1.1169 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 42.0382 | 40.5063 | 43.5897 | 42.0382 | 40.5063 | 43.5897 |
Ratio Avg Win / Avg Loss | 1.9172 | 2.1162 | 1.7281 | 1.6486 | 1.8639 | 1.4454 |
Largest Winning Trade | 31404 | 31404 | 23993 | 60621 | 60621 | 54608 |
Largest Losing Trade | -11840 | -11835 | -11840 | -33234 | -29962 | -33234 |
Avg Bars in Trades | 157 | 149 | 164 | 157 | 149 | 164 |
Avg Bars in Winners | 250 | 242 | 257 | 250 | 242 | 257 |
Avg Bars in Losers | 89 | 85 | 93 | 89 | 85 | 93 |
Bars Traded | 24669 | 11799 | 12868 | 24669 | 11799 | 12868 |
Profit Streak | 13.4107 | 15.0357 | 13.4107 | 13.4107 | 15.0357 | 13.4107 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313110 | -20774 | -76972 | 73575 | -21910 | -219512 |
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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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