Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346155.9101 | 218244.4705 | 127911.4396 | 255826.0628 | 242039.0106 | 13787.0522 |
Total P&L (%) | 346.1559 | 218.2445 | 127.9114 | 255.8261 | 242.039 | 13.7871 |
Avg Daily Profit (%) | 0.2062 | 0.13 | 0.0762 | 0.0756 | 0.0733 | 0.0077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104035 | -83757 | -71348 | -798349 | -431374 | -578931 |
Profit Factor | 1.5177 | 1.5976 | 1.4216 | 1.0755 | 1.1377 | 1.0085 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 43.0233 | 39.5349 | 46.5116 | 43.0233 | 39.5349 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.0099 | 2.4434 | 1.6348 | 1.4243 | 1.74 | 1.1597 |
Largest Winning Trade | 131679 | 131679 | 57015 | 437481 | 437481 | 218825 |
Largest Losing Trade | -40004 | -21033 | -40004 | -192162 | -184554 | -192162 |
Avg Bars in Trades | 57 | 51 | 63 | 57 | 51 | 63 |
Avg Bars in Winners | 91 | 84 | 97 | 91 | 84 | 97 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 9876 | 4458 | 5418 | 9876 | 4458 | 5418 |
Profit Streak | 36.4973 | 0 | 44.164 | 36.4973 | 0 | 44.164 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321522 | -20821 | -90386 | -230690 | -167402 | -442860 |
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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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