Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455783.9369 | 357201.4435 | 98582.4934 | 542700.6423 | 348831.6664 | 193868.9758 |
Total P&L (%) | 455.7839 | 357.2014 | 98.5825 | 542.7006 | 348.8317 | 193.869 |
Avg Daily Profit (%) | 0.285 | 0.2233 | 0.0616 | 0.1164 | 0.0939 | 0.0674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88150 | -58802 | -102941 | -208411 | -94519 | -155568 |
Profit Factor | 1.6138 | 2.2111 | 1.2202 | 1.4158 | 1.6359 | 1.2563 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 56.8862 | 53.5714 | 60.241 | 56.8862 | 53.5714 | 60.241 |
Ratio Avg Win / Avg Loss | 1.2231 | 1.9163 | 0.8054 | 1.0731 | 1.4178 | 0.8291 |
Largest Winning Trade | 190914 | 190914 | 69106 | 161290 | 158386 | 161290 |
Largest Losing Trade | -42127 | -35928 | -42127 | -121895 | -86515 | -121895 |
Avg Bars in Trades | 27 | 10 | 43 | 27 | 10 | 43 |
Avg Bars in Winners | 32 | 11 | 52 | 32 | 11 | 52 |
Avg Bars in Losers | 19 | 10 | 30 | 19 | 10 | 30 |
Bars Traded | 4517 | 898 | 3618 | 4517 | 898 | 3618 |
Profit Streak | 0 | 0 | 49.1273 | 0 | 0 | 49.1273 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444114 | 447824 | -109999 | -34355 | -65173 | -102067 |
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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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