Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225688.1449 | 126037.7781 | 99650.3668 | 64638.5511 | 13554.9688 | 51083.5823 |
Total P&L (%) | 225.6881 | 126.0378 | 99.6504 | 64.6386 | 13.555 | 51.0836 |
Avg Daily Profit (%) | 0.2167 | 0.121 | 0.0957 | 0.0479 | 0.0122 | 0.0396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121605 | -67738 | -92585 | -104823 | -87882 | -82692 |
Profit Factor | 1.2807 | 1.3001 | 1.2595 | 1.0961 | 1.0366 | 1.1689 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 251 | 123 | 128 | 251 | 123 | 128 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 72.3343 | 70.6897 | 73.9884 | 72.3343 | 70.6897 | 73.9884 |
Ratio Avg Win / Avg Loss | 0.4898 | 0.5391 | 0.4428 | 0.4192 | 0.4298 | 0.4109 |
Largest Winning Trade | 34104 | 34104 | 22659 | 22642 | 19603 | 22642 |
Largest Losing Trade | -73996 | -48775 | -73996 | -75302 | -75302 | -55333 |
Avg Bars in Trades | 71 | 72 | 69 | 71 | 72 | 69 |
Avg Bars in Winners | 42 | 40 | 44 | 42 | 40 | 44 |
Avg Bars in Losers | 147 | 151 | 142 | 147 | 151 | 142 |
Bars Traded | 24734 | 12649 | 12085 | 24734 | 12649 | 12085 |
Profit Streak | 19.1032 | 36.5615 | 19.1032 | 19.1032 | 36.5615 | 19.1032 |
Trades During Streak | 9 | 10 | 4 | 9 | 10 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448645 | -28332 | -62104 | -239405 | -408890 | -172673 |
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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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