Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159713.9463 | 87014.0531 | 72699.8931 | 195590.5352 | 117382.8115 | 78207.7238 |
Total P&L (%) | 159.7139 | 87.0141 | 72.6999 | 195.5905 | 117.3828 | 78.2077 |
Avg Daily Profit (%) | 0.3067 | 0.1671 | 0.1396 | 0.2083 | 0.1492 | 0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63139 | -76052 | -19947 | -137797 | -161960 | -45542 |
Profit Factor | 1.3404 | 1.3006 | 1.4044 | 1.2391 | 1.2385 | 1.2399 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 127 | 60 | 67 | 127 | 60 | 67 |
Losing Trades | 148 | 77 | 71 | 148 | 77 | 71 |
Profitability (%) | 46.1818 | 43.7956 | 48.5507 | 46.1818 | 43.7956 | 48.5507 |
Ratio Avg Win / Avg Loss | 1.562 | 1.6691 | 1.4883 | 1.4439 | 1.5895 | 1.3139 |
Largest Winning Trade | 33996 | 33996 | 23844 | 77061 | 77061 | 46762 |
Largest Losing Trade | -12977 | -11881 | -12977 | -32960 | -30499 | -32960 |
Avg Bars in Trades | 87 | 138 | 36 | 87 | 138 | 36 |
Avg Bars in Winners | 115 | 199 | 39 | 115 | 199 | 39 |
Avg Bars in Losers | 63 | 90 | 33 | 63 | 90 | 33 |
Bars Traded | 23971 | 18934 | 5036 | 23971 | 18934 | 5036 |
Profit Streak | 18.8375 | 19.9417 | 18.8375 | 18.8375 | 19.9417 | 18.8375 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391710 | 231498 | -6226 | 299157 | 174093 | -45350 |
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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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