Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174653.3874 | 102748.6006 | 71904.7868 | 39774.5295 | -22424.2438 | 62198.7733 |
Total P&L (%) | 174.6534 | 102.7486 | 71.9048 | 39.7745 | -22.4242 | 62.1988 |
Avg Daily Profit (%) | 0.1677 | 0.0986 | 0.069 | 0.0322 | -0.0244 | 0.0464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111519 | -104381 | -70581 | -221596 | -233683 | -88583 |
Profit Factor | 1.2214 | 1.2478 | 1.1922 | 1.0404 | 0.9599 | 1.1461 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 142 | 73 | 69 | 142 | 73 | 69 |
Losing Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Profitability (%) | 53.3835 | 54.8872 | 51.8797 | 53.3835 | 54.8872 | 51.8797 |
Ratio Avg Win / Avg Loss | 1.0666 | 1.0255 | 1.1058 | 0.9085 | 0.7889 | 1.063 |
Largest Winning Trade | 41744 | 41744 | 36150 | 50642 | 50642 | 31834 |
Largest Losing Trade | -53344 | -53344 | -29719 | -87173 | -87173 | -36445 |
Avg Bars in Trades | 92 | 89 | 95 | 92 | 89 | 95 |
Avg Bars in Winners | 82 | 76 | 88 | 82 | 76 | 88 |
Avg Bars in Losers | 103 | 104 | 102 | 103 | 104 | 102 |
Bars Traded | 24542 | 11895 | 12647 | 24542 | 11895 | 12647 |
Profit Streak | 16.1445 | 20.7695 | 16.1445 | 16.1445 | 20.7695 | 16.1445 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371389 | -59617 | -108722 | -326560 | -578877 | -190120 |
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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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