Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302965.5901 | 221709.4737 | 81256.1164 | 143869.0123 | 122631.5599 | 21237.4525 |
Total P&L (%) | 302.9656 | 221.7095 | 81.2561 | 143.869 | 122.6316 | 21.2375 |
Avg Daily Profit (%) | 0.2908 | 0.2128 | 0.078 | 0.0856 | 0.0769 | 0.0185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83015 | -59454 | -83015 | -194190 | -173862 | -146734 |
Profit Factor | 1.5114 | 1.8748 | 1.2397 | 1.1227 | 1.2291 | 1.0333 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 73.9394 | 73.494 | 74.3902 | 73.9394 | 73.494 | 74.3902 |
Ratio Avg Win / Avg Loss | 0.5327 | 0.6761 | 0.4268 | 0.3957 | 0.4433 | 0.3557 |
Largest Winning Trade | 25830 | 25830 | 19032 | 42960 | 34563 | 42960 |
Largest Losing Trade | -83015 | -39672 | -83015 | -129486 | -129486 | -110203 |
Avg Bars in Trades | 149 | 161 | 137 | 149 | 161 | 137 |
Avg Bars in Winners | 95 | 98 | 92 | 95 | 98 | 92 |
Avg Bars in Losers | 302 | 335 | 267 | 302 | 335 | 267 |
Bars Traded | 24687 | 13413 | 11274 | 24687 | 13413 | 11274 |
Profit Streak | 22.4769 | 22.4769 | 44.9769 | 22.4769 | 22.4769 | 44.9769 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488985 | 451612 | -90348 | -160396 | -88304 | -359356 |
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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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