Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150447.2646 | 100671.7898 | 49775.4748 | 169479.3329 | 141758.9833 | 27720.3497 |
Total P&L (%) | 150.4473 | 100.6718 | 49.7755 | 169.4793 | 141.759 | 27.7204 |
Avg Daily Profit (%) | 0.2889 | 0.1933 | 0.0956 | 0.1905 | 0.1696 | 0.047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60490 | -49448 | -54360 | -96517 | -85326 | -78836 |
Profit Factor | 1.2982 | 1.3967 | 1.1985 | 1.2175 | 1.3765 | 1.0688 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 121 | 65 | 56 | 121 | 65 | 56 |
Profitability (%) | 45.2489 | 41.4414 | 49.0909 | 45.2489 | 41.4414 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.5708 | 1.9736 | 1.2429 | 1.4731 | 1.9451 | 1.1084 |
Largest Winning Trade | 24699 | 24699 | 21566 | 47341 | 47341 | 35810 |
Largest Losing Trade | -16704 | -9702 | -16704 | -33555 | -18252 | -33555 |
Avg Bars in Trades | 110 | 114 | 107 | 110 | 114 | 107 |
Avg Bars in Winners | 142 | 156 | 131 | 142 | 156 | 131 |
Avg Bars in Losers | 84 | 84 | 83 | 84 | 84 | 83 |
Bars Traded | 24482 | 12706 | 11776 | 24482 | 12706 | 11776 |
Profit Streak | 5.264 | 5.8057 | 0 | 5.264 | 5.8057 | 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 | 324579 | 212196 | -70085 | 236560 | 200479 | -279481 |
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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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