Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44316.3424 | 27402.8205 | 16913.5219 | 26930.6706 | 24808.9811 | 2121.6896 |
Total P&L (%) | 44.3163 | 27.4028 | 16.9135 | 26.9307 | 24.809 | 2.1217 |
Avg Daily Profit (%) | 0.319 | 0.1973 | 0.1218 | 0.1718 | 0.1597 | 0.0151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37453 | -26772 | -39175 | -41130 | -27402 | -51162 |
Profit Factor | 1.2285 | 1.316 | 1.1577 | 1.134 | 1.2917 | 1.0183 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 173 | 83 | 90 | 173 | 83 | 90 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 77.5785 | 74.1071 | 81.0811 | 77.5785 | 74.1071 | 81.0811 |
Ratio Avg Win / Avg Loss | 0.3551 | 0.4598 | 0.2701 | 0.3278 | 0.4513 | 0.2376 |
Largest Winning Trade | 7568 | 7018 | 7568 | 8771 | 7044 | 8771 |
Largest Losing Trade | -32607 | -19808 | -32607 | -37314 | -20500 | -37314 |
Avg Bars in Trades | 58 | 60 | 57 | 58 | 60 | 57 |
Avg Bars in Winners | 32 | 31 | 32 | 32 | 31 | 32 |
Avg Bars in Losers | 151 | 142 | 163 | 151 | 142 | 163 |
Bars Traded | 13107 | 6720 | 6387 | 13107 | 6720 | 6387 |
Profit Streak | 136.6033 | 136.6033 | 141.9471 | 136.6033 | 136.6033 | 141.9471 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333111 | 198706 | -84435 | -66305 | 169509 | -536779 |
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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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