Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304034.2819 | 52297.8523 | 251736.4296 | 196788.3486 | 1137.5367 | 195650.8119 |
Total P&L (%) | 304.0343 | 52.2979 | 251.7364 | 196.7883 | 1.1375 | 195.6508 |
Avg Daily Profit (%) | 0.1985 | 0.0341 | 0.1644 | 0.071 | 0.0007 | 0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122728 | -133121 | -64014 | -163372 | -181662 | -90186 |
Profit Factor | 1.4197 | 1.1315 | 1.7709 | 1.2303 | 1.0024 | 1.5154 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 73 | 29 | 44 | 73 | 29 | 44 |
Losing Trades | 91 | 53 | 38 | 91 | 53 | 38 |
Profitability (%) | 44.5122 | 35.3659 | 53.6585 | 44.5122 | 35.3659 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.7698 | 2.0678 | 1.5294 | 1.5336 | 1.832 | 1.3087 |
Largest Winning Trade | 99461 | 99461 | 43497 | 166515 | 166515 | 89442 |
Largest Losing Trade | -46149 | -30465 | -46149 | -61607 | -55286 | -61607 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 4550 | 2190 | 2360 | 4550 | 2190 | 2360 |
Profit Streak | 17.3416 | 0 | 22.0083 | 17.3416 | 0 | 22.0083 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327822 | -233150 | 270629 | -97734 | -584253 | -100165 |
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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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