Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384063.9371 | 288565.7996 | 95498.1375 | 262191.3225 | 184736.3949 | 77454.9276 |
Total P&L (%) | 384.0639 | 288.5658 | 95.4981 | 262.1913 | 184.7364 | 77.4549 |
Avg Daily Profit (%) | 0.1615 | 0.1214 | 0.0402 | 0.0541 | 0.044 | 0.0241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161920 | -116435 | -73641 | -245118 | -175315 | -114277 |
Profit Factor | 1.3401 | 1.4917 | 1.1761 | 1.1975 | 1.2554 | 1.1281 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 134 | 61 | 73 | 134 | 61 | 73 |
Losing Trades | 181 | 97 | 84 | 181 | 97 | 84 |
Profitability (%) | 42.5397 | 38.6076 | 46.4968 | 42.5397 | 38.6076 | 46.4968 |
Ratio Avg Win / Avg Loss | 1.8102 | 2.372 | 1.3533 | 1.6175 | 1.9963 | 1.2981 |
Largest Winning Trade | 117845 | 117845 | 44838 | 107462 | 107462 | 51197 |
Largest Losing Trade | -30928 | -30928 | -23319 | -53946 | -53946 | -25747 |
Avg Bars in Trades | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Winners | 64 | 69 | 60 | 64 | 69 | 60 |
Avg Bars in Losers | 29 | 31 | 28 | 29 | 31 | 28 |
Bars Traded | 14066 | 7245 | 6821 | 14066 | 7245 | 6821 |
Profit Streak | 218.0258 | 218.0258 | 269.1925 | 218.0258 | 218.0258 | 269.1925 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320768 | -31420 | -165726 | -122636 | -135992 | -239885 |
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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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