Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328497.4031 | 188398.2471 | 140099.156 | 286923.9207 | 135398.4481 | 151525.4726 |
Total P&L (%) | 328.4974 | 188.3982 | 140.0992 | 286.9239 | 135.3984 | 151.5255 |
Avg Daily Profit (%) | 0.3154 | 0.1809 | 0.1345 | 0.13 | 0.0822 | 0.0886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120563 | -73970 | -98699 | -126436 | -98428 | -111441 |
Profit Factor | 1.44 | 1.5049 | 1.3752 | 1.3882 | 1.3601 | 1.4173 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 66.5272 | 65.8333 | 67.2269 | 66.5272 | 65.8333 | 67.2269 |
Ratio Avg Win / Avg Loss | 0.7245 | 0.781 | 0.6704 | 0.6985 | 0.7059 | 0.6909 |
Largest Winning Trade | 37513 | 37513 | 29527 | 49628 | 40397 | 49628 |
Largest Losing Trade | -74297 | -44219 | -74297 | -67534 | -61305 | -67534 |
Avg Bars in Trades | 103 | 97 | 108 | 103 | 97 | 108 |
Avg Bars in Winners | 76 | 71 | 81 | 76 | 71 | 81 |
Avg Bars in Losers | 155 | 145 | 165 | 155 | 145 | 165 |
Bars Traded | 24617 | 11655 | 12962 | 24617 | 11655 | 12962 |
Profit Streak | 20.6274 | 44.294 | 20.6274 | 20.6274 | 44.294 | 20.6274 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458695 | 377519 | -12054 | -15684 | -81035 | -73008 |
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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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