Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344351.1935 | 192429.6644 | 151921.5291 | 257626.7777 | -44437.7085 | 302064.4862 |
Total P&L (%) | 344.3512 | 192.4297 | 151.9215 | 257.6268 | -44.4377 | 302.0645 |
Avg Daily Profit (%) | 0.1834 | 0.1025 | 0.0809 | 0.0679 | -0.0313 | 0.0741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106165 | -81991 | -68053 | -361979 | -380218 | -185081 |
Profit Factor | 1.4027 | 1.3964 | 1.4109 | 1.1039 | 0.9701 | 1.3038 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
Profitability (%) | 46.9274 | 40.4494 | 53.3333 | 46.9274 | 40.4494 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.5864 | 2.0558 | 1.2346 | 1.2484 | 1.4282 | 1.1408 |
Largest Winning Trade | 70171 | 70171 | 38179 | 146865 | 146865 | 119326 |
Largest Losing Trade | -42595 | -42595 | -38135 | -183954 | -183954 | -107410 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 52 | 60 | 46 | 52 | 60 | 46 |
Avg Bars in Losers | 31 | 33 | 29 | 31 | 33 | 29 |
Bars Traded | 7351 | 3920 | 3431 | 7351 | 3920 | 3431 |
Profit Streak | 35.4748 | 35.4748 | 37.2248 | 35.4748 | 35.4748 | 37.2248 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377439 | -57853 | -83047 | -207363 | -582599 | -92739 |
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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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