Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339308.1222 | 270285.2314 | 69022.8908 | 71308.3116 | 108813.4775 | -37505.1658 |
Total P&L (%) | 339.3081 | 270.2852 | 69.0229 | 71.3083 | 108.8135 | -37.5052 |
Avg Daily Profit (%) | 0.3335 | 0.2657 | 0.0678 | 0.0529 | 0.0724 | -0.0462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168207 | -156194 | -63632 | -251279 | -227072 | -123487 |
Profit Factor | 1.4052 | 1.5907 | 1.1818 | 1.0581 | 1.1679 | 0.9352 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 48.8764 | 43.8202 | 53.9326 | 48.8764 | 43.8202 | 53.9326 |
Ratio Avg Win / Avg Loss | 1.4698 | 2.0393 | 1.0094 | 1.1068 | 1.4973 | 0.7988 |
Largest Winning Trade | 189672 | 189672 | 50382 | 174515 | 174515 | 43096 |
Largest Losing Trade | -33107 | -33107 | -32479 | -92830 | -92830 | -50155 |
Avg Bars in Trades | 67 | 75 | 58 | 67 | 75 | 58 |
Avg Bars in Winners | 85 | 104 | 70 | 85 | 104 | 70 |
Avg Bars in Losers | 49 | 53 | 44 | 49 | 53 | 44 |
Bars Traded | 11933 | 6744 | 5189 | 11933 | 6744 | 5189 |
Profit Streak | 25.4237 | 25.4237 | 101.1737 | 25.4237 | 25.4237 | 101.1737 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413575 | 340436 | -121329 | -276821 | -133836 | -579110 |
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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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