Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200363.9433 | 235694.0578 | -35330.1145 | 92413.0093 | 58373.9527 | 34039.0566 |
Total P&L (%) | 200.3639 | 235.6941 | -35.3301 | 92.413 | 58.374 | 34.0391 |
Avg Daily Profit (%) | 0.1623 | 0.191 | -0.0286 | 0.053 | 0.0373 | 0.0237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223968 | -64065 | -226317 | -183749 | -65759 | -139878 |
Profit Factor | 1.1957 | 1.5562 | 0.9411 | 1.1389 | 1.1996 | 1.0913 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 166 | 79 | 87 | 158 | 76 | 82 |
Losing Trades | 101 | 54 | 47 | 109 | 57 | 52 |
Profitability (%) | 62.1723 | 59.3985 | 64.9254 | 59.176 | 57.1429 | 61.194 |
Ratio Avg Win / Avg Loss | 0.7275 | 1.0637 | 0.5084 | 0.7857 | 0.8997 | 0.692 |
Largest Winning Trade | 31364 | 31364 | 23577 | 96797 | 25001 | 96797 |
Largest Losing Trade | -160837 | -40713 | -160837 | -110041 | -48826 | -110041 |
Avg Bars in Trades | 54 | 62 | 45 | 54 | 62 | 45 |
Avg Bars in Winners | 37 | 43 | 32 | 45 | 52 | 38 |
Avg Bars in Losers | 80 | 89 | 70 | 66 | 75 | 57 |
Bars Traded | 14440 | 8289 | 6150 | 14440 | 8289 | 6150 |
Profit Streak | 14.9397 | 15.8563 | 14.9397 | 14.9397 | 15.8563 | 14.9397 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 175967 | 406092 | -577969 | -187400 | -144791 | -283390 |
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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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