Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171036.6593 | 56067.3161 | 114969.3431 | 175939.867 | 37453.9159 | 138485.9511 |
Total P&L (%) | 171.0367 | 56.0673 | 114.9693 | 175.9399 | 37.4539 | 138.486 |
Avg Daily Profit (%) | 0.3284 | 0.1077 | 0.2207 | 0.1951 | 0.0611 | 0.167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60517 | -45855 | -70814 | -84788 | -82833 | -87081 |
Profit Factor | 1.2643 | 1.1924 | 1.3233 | 1.1819 | 1.0849 | 1.2633 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 202 | 104 | 98 | 202 | 104 | 98 |
Losing Trades | 171 | 82 | 89 | 171 | 82 | 89 |
Profitability (%) | 54.1555 | 55.914 | 52.4064 | 54.1555 | 55.914 | 52.4064 |
Ratio Avg Win / Avg Loss | 1.0703 | 0.9401 | 1.2018 | 1.0005 | 0.8554 | 1.1472 |
Largest Winning Trade | 22192 | 22192 | 21096 | 26955 | 21810 | 26955 |
Largest Losing Trade | -32075 | -32075 | -26684 | -55919 | -55919 | -35075 |
Avg Bars in Trades | 65 | 49 | 81 | 65 | 49 | 81 |
Avg Bars in Winners | 67 | 51 | 83 | 67 | 51 | 83 |
Avg Bars in Losers | 64 | 47 | 80 | 64 | 47 | 80 |
Bars Traded | 24586 | 9257 | 15329 | 24586 | 9257 | 15329 |
Profit Streak | 9.0609 | 11.4984 | 9.0609 | 9.0609 | 11.4984 | 9.0609 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418288 | -59077 | 318940 | -9822 | -240896 | 289192 |
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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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