Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146927.3165 | 199473.8902 | -52546.5737 | 446996.909 | 255311.7773 | 191685.1317 |
Total P&L (%) | 146.9273 | 199.4739 | -52.5466 | 446.9969 | 255.3118 | 191.6851 |
Avg Daily Profit (%) | 0.1173 | 0.1593 | -0.042 | 0.1358 | 0.1013 | 0.0855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225492 | -49260 | -240326 | -417166 | -208373 | -361137 |
Profit Factor | 1.21 | 1.9039 | 0.8903 | 1.3212 | 1.4393 | 1.2366 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 315 | 154 | 161 | 285 | 140 | 145 |
Losing Trades | 54 | 30 | 24 | 84 | 44 | 40 |
Profitability (%) | 85.3659 | 83.6957 | 87.027 | 77.2358 | 76.087 | 78.3784 |
Ratio Avg Win / Avg Loss | 0.2074 | 0.3709 | 0.1327 | 0.3894 | 0.4523 | 0.3411 |
Largest Winning Trade | 11409 | 11409 | 10189 | 255925 | 74746 | 255925 |
Largest Losing Trade | -186425 | -49260 | -186425 | -232920 | -208373 | -232920 |
Avg Bars in Trades | 38 | 44 | 33 | 38 | 44 | 33 |
Avg Bars in Winners | 14 | 14 | 14 | 21 | 22 | 19 |
Avg Bars in Losers | 179 | 195 | 159 | 98 | 112 | 83 |
Bars Traded | 14289 | 8165 | 6124 | 14289 | 8165 | 6124 |
Profit Streak | 4.8614 | 4.9447 | 4.8614 | 4.8614 | 4.9447 | 4.8614 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30611 | 525714 | -574033 | -6204 | -53147 | -75189 |
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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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