Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342427.4761 | 275420.827 | 67006.6491 | 320693.3463 | 308260.8282 | 12432.5181 |
Total P&L (%) | 342.4275 | 275.4208 | 67.0066 | 320.6933 | 308.2608 | 12.4325 |
Avg Daily Profit (%) | 0.2759 | 0.2219 | 0.054 | 0.1158 | 0.1134 | 0.0094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111052 | -60736 | -111634 | -204401 | -99425 | -211472 |
Profit Factor | 1.4726 | 1.8336 | 1.17 | 1.3089 | 1.7084 | 1.0206 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 51.3966 | 49.4382 | 53.3333 | 51.3966 | 49.4382 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.3926 | 1.8753 | 1.0238 | 1.2377 | 1.7472 | 0.893 |
Largest Winning Trade | 99836 | 99836 | 32823 | 97513 | 97513 | 60947 |
Largest Losing Trade | -52174 | -31829 | -52174 | -130215 | -52431 | -130215 |
Avg Bars in Trades | 80 | 95 | 65 | 80 | 95 | 65 |
Avg Bars in Winners | 82 | 98 | 67 | 82 | 98 | 67 |
Avg Bars in Losers | 78 | 93 | 62 | 78 | 93 | 62 |
Bars Traded | 14400 | 8537 | 5863 | 14400 | 8537 | 5863 |
Profit Streak | 13.3324 | 18.0824 | 13.3324 | 13.3324 | 18.0824 | 13.3324 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417817 | 407416 | -153820 | -36028 | -38323 | -469114 |
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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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