Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291687.5225 | 174349.4317 | 117338.0909 | 124548.8947 | 149013.3294 | -24464.4347 |
Total P&L (%) | 291.6875 | 174.3494 | 117.3381 | 124.5489 | 149.0133 | -24.4644 |
Avg Daily Profit (%) | 0.1736 | 0.1037 | 0.0698 | 0.0481 | 0.0543 | -0.0167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97166 | -52269 | -111608 | -558940 | -156501 | -631531 |
Profit Factor | 1.4167 | 1.626 | 1.2784 | 1.0583 | 1.1885 | 0.9818 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 47.191 | 42.6966 | 51.6854 | 47.191 | 42.6966 | 51.6854 |
Ratio Avg Win / Avg Loss | 1.5854 | 2.1823 | 1.1951 | 1.1843 | 1.5952 | 0.9178 |
Largest Winning Trade | 61888 | 61888 | 48147 | 181186 | 132999 | 181186 |
Largest Losing Trade | -62377 | -22004 | -62377 | -258792 | -59509 | -258792 |
Avg Bars in Trades | 27 | 18 | 37 | 27 | 18 | 37 |
Avg Bars in Winners | 35 | 26 | 42 | 35 | 26 | 42 |
Avg Bars in Losers | 21 | 12 | 31 | 21 | 12 | 31 |
Bars Traded | 4964 | 1641 | 3323 | 4964 | 1641 | 3323 |
Profit Streak | 31.9947 | 37.9947 | 31.9947 | 31.9947 | 37.9947 | 31.9947 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393210 | -53300 | -98866 | -283369 | -134313 | -579878 |
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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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