Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406077.6321 | 346841.667 | 59235.9651 | 247937.434 | 170353.6368 | 77583.7972 |
Total P&L (%) | 406.0776 | 346.8417 | 59.236 | 247.9374 | 170.3536 | 77.5838 |
Avg Daily Profit (%) | 0.1618 | 0.1382 | 0.0236 | 0.0497 | 0.0396 | 0.0229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78861 | -101168 | -98917 | -652962 | -554791 | -369558 |
Profit Factor | 1.4376 | 1.7695 | 1.1241 | 1.0642 | 1.0843 | 1.0421 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 44.0476 | 40.4762 | 47.619 | 44.0476 | 40.4762 | 47.619 |
Ratio Avg Win / Avg Loss | 1.8262 | 2.6022 | 1.2366 | 1.3518 | 1.5946 | 1.1463 |
Largest Winning Trade | 107957 | 107957 | 50106 | 326646 | 326646 | 161550 |
Largest Losing Trade | -37944 | -26736 | -37944 | -366273 | -168010 | -366273 |
Avg Bars in Trades | 88 | 89 | 87 | 88 | 89 | 87 |
Avg Bars in Winners | 133 | 141 | 127 | 133 | 141 | 127 |
Avg Bars in Losers | 53 | 53 | 52 | 53 | 53 | 52 |
Bars Traded | 14874 | 7487 | 7387 | 14874 | 7487 | 7387 |
Profit Streak | 17.4284 | 0 | 26.4284 | 17.4284 | 0 | 26.4284 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304689 | -9262 | -246749 | -277341 | -270659 | -337207 |
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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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