Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246262.4997 | 180272.1774 | 65990.3222 | 312819.3937 | 194409.3799 | 118410.0138 |
Total P&L (%) | 246.2625 | 180.2722 | 65.9903 | 312.8194 | 194.4094 | 118.41 |
Avg Daily Profit (%) | 0.4728 | 0.3461 | 0.1267 | 0.2726 | 0.2075 | 0.1501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84455 | -53676 | -60768 | -491544 | -317571 | -358072 |
Profit Factor | 1.3586 | 1.5207 | 1.1938 | 1.1136 | 1.1401 | 1.0867 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Profitability (%) | 42.8571 | 40.8759 | 44.8529 | 42.8571 | 40.8759 | 44.8529 |
Ratio Avg Win / Avg Loss | 1.8115 | 2.1995 | 1.4678 | 1.4848 | 1.649 | 1.3361 |
Largest Winning Trade | 60699 | 60699 | 26189 | 158082 | 140446 | 158082 |
Largest Losing Trade | -15456 | -13897 | -15456 | -95778 | -95151 | -95778 |
Avg Bars in Trades | 89 | 90 | 89 | 89 | 90 | 89 |
Avg Bars in Winners | 117 | 116 | 117 | 117 | 116 | 117 |
Avg Bars in Losers | 69 | 72 | 66 | 69 | 72 | 66 |
Bars Traded | 24521 | 12370 | 12151 | 24521 | 12370 | 12151 |
Profit Streak | 12.3695 | 12.3695 | 27.057 | 12.3695 | 12.3695 | 27.057 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384184 | 278030 | -32743 | -88160 | -61334 | -119268 |
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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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