Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408688.1452 | 216999.8881 | 191688.2571 | 343796.362 | 163501.0877 | 180295.2743 |
Total P&L (%) | 408.6881 | 216.9999 | 191.6883 | 343.7964 | 163.5011 | 180.2953 |
Avg Daily Profit (%) | 0.2261 | 0.1201 | 0.1061 | 0.0825 | 0.0536 | 0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93051 | -109312 | -80370 | -423684 | -362013 | -375993 |
Profit Factor | 1.4767 | 1.4981 | 1.4546 | 1.1282 | 1.1249 | 1.1314 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 83 | 33 | 50 | 83 | 33 | 50 |
Losing Trades | 100 | 59 | 41 | 100 | 59 | 41 |
Profitability (%) | 45.3552 | 35.8696 | 54.9451 | 45.3552 | 35.8696 | 54.9451 |
Ratio Avg Win / Avg Loss | 1.7792 | 2.6785 | 1.1928 | 1.3593 | 2.0111 | 0.9278 |
Largest Winning Trade | 91132 | 91132 | 55099 | 177425 | 177425 | 120899 |
Largest Losing Trade | -52063 | -28963 | -52063 | -149414 | -103292 | -149414 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 37 | 40 | 36 | 37 | 40 | 36 |
Avg Bars in Losers | 21 | 24 | 17 | 21 | 24 | 17 |
Bars Traded | 5315 | 2766 | 2549 | 5315 | 2766 | 2549 |
Profit Streak | 64.9908 | 64.9908 | 78.3242 | 64.9908 | 64.9908 | 78.3242 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395603 | -35142 | -48790 | -161420 | -208194 | -192780 |
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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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