Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463465.4164 | 309772.617 | 153692.7994 | 663655.9403 | 552367.5813 | 111288.3589 |
Total P&L (%) | 463.4654 | 309.7726 | 153.6928 | 663.6559 | 552.3676 | 111.2884 |
Avg Daily Profit (%) | 0.4502 | 0.3009 | 0.1493 | 0.1977 | 0.1823 | 0.0727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146837 | -109198 | -103165 | -374170 | -214590 | -261855 |
Profit Factor | 1.534 | 1.693 | 1.3651 | 1.2972 | 1.5358 | 1.0926 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Losing Trades | 154 | 82 | 72 | 154 | 82 | 72 |
Profitability (%) | 47.079 | 43.4483 | 50.6849 | 47.079 | 43.4483 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.7243 | 2.2036 | 1.3282 | 1.4582 | 1.999 | 1.0631 |
Largest Winning Trade | 174581 | 174581 | 43693 | 281496 | 281496 | 144278 |
Largest Losing Trade | -35143 | -27117 | -35143 | -169085 | -90744 | -169085 |
Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Winners | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Losers | 30 | 34 | 26 | 30 | 34 | 26 |
Bars Traded | 12083 | 6107 | 5976 | 12083 | 6107 | 5976 |
Profit Streak | 17.7686 | 17.7686 | 18.1019 | 17.7686 | 17.7686 | 18.1019 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512871 | 343417 | 277732 | 358087 | 301353 | -213583 |
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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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