Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132570.5441 | 73451.3528 | 59119.1913 | 155117.0104 | 86544.9971 | 68572.0133 |
Total P&L (%) | 132.5705 | 73.4514 | 59.1192 | 155.117 | 86.545 | 68.572 |
Avg Daily Profit (%) | 0.5091 | 0.2821 | 0.227 | 0.3603 | 0.2397 | 0.2007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39719 | -39068 | -19159 | -43467 | -38915 | -38314 |
Profit Factor | 1.636 | 1.65 | 1.6195 | 1.517 | 1.5473 | 1.4833 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 43.8356 | 38.3562 | 49.3151 | 43.8356 | 38.3562 | 49.3151 |
Ratio Avg Win / Avg Loss | 2.0962 | 2.6518 | 1.6645 | 1.9437 | 2.4867 | 1.5245 |
Largest Winning Trade | 86072 | 86072 | 16616 | 112551 | 112551 | 16795 |
Largest Losing Trade | -11353 | -7407 | -11353 | -17190 | -12933 | -17190 |
Avg Bars in Trades | 168 | 147 | 188 | 168 | 147 | 188 |
Avg Bars in Winners | 258 | 236 | 275 | 258 | 236 | 275 |
Avg Bars in Losers | 97 | 92 | 103 | 97 | 92 | 103 |
Bars Traded | 24552 | 10790 | 13762 | 24552 | 10790 | 13762 |
Profit Streak | 21.3573 | 24.9407 | 21.3573 | 21.3573 | 24.9407 | 21.3573 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415972 | -64930 | -61959 | 349433 | -65710 | -62305 |
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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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