Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255863.1984 | 169436.7466 | 86426.4517 | 292883.9894 | 257206.0148 | 35677.9746 |
Total P&L (%) | 255.8632 | 169.4367 | 86.4265 | 292.884 | 257.206 | 35.678 |
Avg Daily Profit (%) | 0.2456 | 0.1627 | 0.083 | 0.1314 | 0.1223 | 0.0293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95608 | -60202 | -69701 | -587976 | -253347 | -365576 |
Profit Factor | 1.4344 | 1.583 | 1.2896 | 1.1666 | 1.3079 | 1.0387 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 146 | 65 | 81 | 146 | 65 | 81 |
Losing Trades | 168 | 92 | 76 | 168 | 92 | 76 |
Profitability (%) | 46.4968 | 41.4013 | 51.5924 | 46.4968 | 41.4013 | 51.5924 |
Ratio Avg Win / Avg Loss | 1.6505 | 2.2406 | 1.21 | 1.3424 | 1.8512 | 0.9746 |
Largest Winning Trade | 82332 | 82332 | 38395 | 237701 | 237701 | 196122 |
Largest Losing Trade | -22719 | -20839 | -22719 | -140052 | -85296 | -140052 |
Avg Bars in Trades | 78 | 72 | 85 | 78 | 72 | 85 |
Avg Bars in Winners | 111 | 108 | 114 | 111 | 108 | 114 |
Avg Bars in Losers | 50 | 47 | 54 | 50 | 47 | 54 |
Bars Traded | 24760 | 11396 | 13364 | 24760 | 11396 | 13364 |
Profit Streak | 31.1224 | 31.1224 | 32.7474 | 31.1224 | 31.1224 | 32.7474 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427558 | 309927 | -80185 | -52926 | -30118 | -334024 |
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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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