Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288493.4495 | 212231.4833 | 76261.9662 | 13147.4201 | 2389.8225 | 10757.5976 |
Total P&L (%) | 288.4935 | 212.2315 | 76.262 | 13.1474 | 2.3898 | 10.7576 |
Avg Daily Profit (%) | 0.2121 | 0.156 | 0.0561 | 0.0091 | 0.0017 | 0.0075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105528 | -106954 | -119573 | -110683 | -84250 | -67381 |
Profit Factor | 1.2991 | 1.3823 | 1.1862 | 1.0229 | 1.0071 | 1.0449 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 102 | 47 | 55 | 102 | 47 | 55 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 55.7377 | 51.087 | 60.4396 | 55.7377 | 51.087 | 60.4396 |
Ratio Avg Win / Avg Loss | 1.0316 | 1.3235 | 0.7764 | 0.8123 | 0.9643 | 0.6839 |
Largest Winning Trade | 103776 | 103776 | 34567 | 35697 | 35697 | 17336 |
Largest Losing Trade | -63367 | -63367 | -37410 | -62496 | -62496 | -29501 |
Avg Bars in Trades | 43 | 44 | 43 | 43 | 44 | 43 |
Avg Bars in Winners | 48 | 51 | 46 | 48 | 51 | 46 |
Avg Bars in Losers | 37 | 36 | 37 | 37 | 36 | 37 |
Bars Traded | 8002 | 4063 | 3940 | 8002 | 4063 | 3940 |
Profit Streak | 20.0424 | 25.5424 | 0 | 20.0424 | 25.5424 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362147 | 295440 | -134374 | -443331 | -570246 | -496748 |
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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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