Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161132.8128 | 112419.4876 | 48713.3252 | 131132.6551 | 86634.4121 | 44498.2429 |
Total P&L (%) | 161.1328 | 112.4195 | 48.7133 | 131.1327 | 86.6344 | 44.4982 |
Avg Daily Profit (%) | 0.1751 | 0.1222 | 0.0529 | 0.0911 | 0.0678 | 0.04 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76858 | -38092 | -72653 | -117637 | -66942 | -101981 |
Profit Factor | 1.2626 | 1.4541 | 1.1331 | 1.155 | 1.2455 | 1.0903 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Losing Trades | 164 | 80 | 84 | 164 | 80 | 84 |
Profitability (%) | 46.5798 | 47.7124 | 45.4545 | 46.5798 | 47.7124 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.4481 | 1.5935 | 1.3598 | 1.3246 | 1.3649 | 1.3083 |
Largest Winning Trade | 47145 | 47145 | 28805 | 55449 | 55449 | 46375 |
Largest Losing Trade | -22386 | -21965 | -22386 | -63596 | -63596 | -27071 |
Avg Bars in Trades | 69 | 66 | 73 | 69 | 66 | 73 |
Avg Bars in Winners | 83 | 80 | 86 | 83 | 80 | 86 |
Avg Bars in Losers | 58 | 52 | 62 | 58 | 52 | 62 |
Bars Traded | 21464 | 10125 | 11339 | 21464 | 10125 | 11339 |
Profit Streak | 152.5639 | 154.2306 | 152.5639 | 152.5639 | 154.2306 | 152.5639 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306109 | -27825 | -198685 | -120100 | -102668 | -263449 |
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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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