Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159447.4315 | 135700.6799 | 23746.7516 | 75900.169 | 71925.5488 | 3974.6202 |
Total P&L (%) | 159.4474 | 135.7007 | 23.7468 | 75.9002 | 71.9255 | 3.9746 |
Avg Daily Profit (%) | 0.1531 | 0.1303 | 0.0228 | 0.0542 | 0.052 | 0.0037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143321 | -93688 | -64717 | -670830 | -377905 | -369573 |
Profit Factor | 1.2047 | 1.3409 | 1.0623 | 1.0312 | 1.0603 | 1.0032 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 152 | 73 | 79 | 152 | 73 | 79 |
Losing Trades | 157 | 81 | 76 | 157 | 81 | 76 |
Profitability (%) | 49.1909 | 47.4026 | 50.9677 | 49.1909 | 47.4026 | 50.9677 |
Ratio Avg Win / Avg Loss | 1.2443 | 1.4878 | 1.022 | 1.0651 | 1.1765 | 0.9651 |
Largest Winning Trade | 69034 | 69034 | 28197 | 108508 | 88353 | 108508 |
Largest Losing Trade | -22798 | -17513 | -22798 | -107025 | -75839 | -107025 |
Avg Bars in Trades | 79 | 73 | 86 | 79 | 73 | 86 |
Avg Bars in Winners | 84 | 80 | 88 | 84 | 80 | 88 |
Avg Bars in Losers | 75 | 66 | 84 | 75 | 66 | 84 |
Bars Traded | 24683 | 11283 | 13398 | 24683 | 11283 | 13398 |
Profit Streak | 11.9447 | 11.9447 | 14.4447 | 11.9447 | 11.9447 | 14.4447 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346622 | -18448 | -316897 | -303828 | -277314 | -570392 |
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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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