Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256495.5983 | 39033.6956 | 217461.9027 | 188117.6025 | -9363.1588 | 197480.7613 |
Total P&L (%) | 256.4956 | 39.0337 | 217.4619 | 188.1176 | -9.3632 | 197.4808 |
Avg Daily Profit (%) | 0.2484 | 0.0378 | 0.2106 | 0.1025 | -0.0095 | 0.1056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78547 | -78029 | -85857 | -117636 | -118052 | -99052 |
Profit Factor | 1.3646 | 1.1004 | 1.6907 | 1.2073 | 0.9812 | 1.4832 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 93 | 38 | 55 | 93 | 38 | 55 |
Losing Trades | 80 | 48 | 32 | 80 | 48 | 32 |
Profitability (%) | 53.7572 | 44.186 | 63.2184 | 53.7572 | 44.186 | 63.2184 |
Ratio Avg Win / Avg Loss | 1.1739 | 1.39 | 0.9837 | 1.0386 | 1.2394 | 0.863 |
Largest Winning Trade | 35557 | 35488 | 35557 | 42808 | 40961 | 42808 |
Largest Losing Trade | -41209 | -28097 | -41209 | -89274 | -39248 | -89274 |
Avg Bars in Trades | 70 | 65 | 76 | 70 | 65 | 76 |
Avg Bars in Winners | 60 | 51 | 66 | 60 | 51 | 66 |
Avg Bars in Losers | 83 | 75 | 93 | 83 | 75 | 93 |
Bars Traded | 12234 | 5597 | 6637 | 12234 | 5597 | 6637 |
Profit Streak | 19.1707 | 19.1707 | 44.9207 | 19.1707 | 19.1707 | 44.9207 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409622 | -256789 | 408625 | -53723 | -581137 | -49222 |
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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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