Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250881.7619 | 144373.2421 | 106508.5198 | 347767.3694 | 155074.1035 | 192693.2659 |
Total P&L (%) | 250.8818 | 144.3732 | 106.5085 | 347.7674 | 155.0741 | 192.6933 |
Avg Daily Profit (%) | 0.2408 | 0.1386 | 0.1022 | 0.144 | 0.0899 | 0.1032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64849 | -62198 | -35422 | -288201 | -307762 | -161676 |
Profit Factor | 1.5078 | 1.5586 | 1.4521 | 1.2115 | 1.1769 | 1.251 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 42.7746 | 39.5349 | 45.977 | 42.7746 | 39.5349 | 45.977 |
Ratio Avg Win / Avg Loss | 2.0172 | 2.3838 | 1.7062 | 1.6208 | 1.8 | 1.47 |
Largest Winning Trade | 73102 | 73102 | 41968 | 167361 | 141709 | 167361 |
Largest Losing Trade | -20915 | -14438 | -20915 | -100612 | -65520 | -100612 |
Avg Bars in Trades | 142 | 129 | 155 | 142 | 129 | 155 |
Avg Bars in Winners | 209 | 185 | 231 | 209 | 185 | 231 |
Avg Bars in Losers | 92 | 92 | 92 | 92 | 92 | 92 |
Bars Traded | 24681 | 11117 | 13563 | 24681 | 11117 | 13563 |
Profit Streak | 39.1743 | 39.1743 | 41.466 | 39.1743 | 39.1743 | 41.466 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358584 | -9080 | -55250 | -603 | -101532 | -56383 |
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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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