Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249972.2805 | 160316.8772 | 89655.4033 | 347096.8475 | 228573.3851 | 118523.4624 |
Total P&L (%) | 249.9723 | 160.3169 | 89.6554 | 347.0968 | 228.5734 | 118.5235 |
Avg Daily Profit (%) | 0.48 | 0.3078 | 0.1721 | 0.288 | 0.2287 | 0.1502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82560 | -64137 | -44465 | -272648 | -222380 | -96293 |
Profit Factor | 1.4917 | 1.6507 | 1.3421 | 1.301 | 1.3863 | 1.2111 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 46.2585 | 47.2973 | 45.2055 | 46.2585 | 47.2973 | 45.2055 |
Ratio Avg Win / Avg Loss | 1.7329 | 1.8394 | 1.6268 | 1.5115 | 1.5447 | 1.468 |
Largest Winning Trade | 61158 | 61158 | 31033 | 116776 | 116776 | 76991 |
Largest Losing Trade | -22275 | -19731 | -22275 | -68021 | -55358 | -68021 |
Avg Bars in Trades | 166 | 178 | 154 | 166 | 178 | 154 |
Avg Bars in Winners | 219 | 231 | 206 | 219 | 231 | 206 |
Avg Bars in Losers | 120 | 131 | 110 | 120 | 131 | 110 |
Bars Traded | 24471 | 13215 | 11256 | 24471 | 13215 | 11256 |
Profit Streak | 9.1362 | 15.2404 | 0 | 9.1362 | 15.2404 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410851 | -53337 | -65556 | 309832 | -55417 | -67655 |
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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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