Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174716.6696 | 48283.6747 | 126432.9949 | 280120.2647 | 69093.3321 | 211026.9326 |
Total P&L (%) | 174.7167 | 48.2837 | 126.433 | 280.1203 | 69.0933 | 211.0269 |
Avg Daily Profit (%) | 0.6709 | 0.1854 | 0.4855 | 0.5141 | 0.2019 | 0.4367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35717 | -28933 | -28282 | -134498 | -125705 | -79800 |
Profit Factor | 1.3599 | 1.1916 | 1.5414 | 1.1799 | 1.0868 | 1.2774 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 156 | 74 | 82 | 156 | 74 | 82 |
Losing Trades | 219 | 113 | 106 | 219 | 113 | 106 |
Profitability (%) | 41.6 | 39.5722 | 43.617 | 41.6 | 39.5722 | 43.617 |
Ratio Avg Win / Avg Loss | 1.9091 | 1.8197 | 1.9926 | 1.6564 | 1.6595 | 1.6513 |
Largest Winning Trade | 33145 | 33145 | 26268 | 92493 | 92493 | 56470 |
Largest Losing Trade | -15566 | -14099 | -15566 | -34865 | -32998 | -34865 |
Avg Bars in Trades | 65 | 61 | 68 | 65 | 61 | 68 |
Avg Bars in Winners | 105 | 100 | 110 | 105 | 100 | 110 |
Avg Bars in Losers | 37 | 36 | 37 | 37 | 36 | 37 |
Bars Traded | 24545 | 11578 | 12967 | 24545 | 11578 | 12967 |
Profit Streak | 2.8261 | 0 | 3.0032 | 2.8261 | 0 | 3.0032 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330968 | -7635 | 292951 | -15215 | -121427 | 219852 |
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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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