Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349596.4728 | 113059.2571 | 236537.2157 | 163317.2696 | 3341.0603 | 159976.2093 |
Total P&L (%) | 349.5965 | 113.0593 | 236.5372 | 163.3173 | 3.3411 | 159.9762 |
Avg Daily Profit (%) | 0.2364 | 0.0765 | 0.16 | 0.0655 | 0.0022 | 0.0646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100534 | -67628 | -100815 | -174251 | -91160 | -179500 |
Profit Factor | 1.4977 | 1.3108 | 1.6986 | 1.1962 | 1.0088 | 1.3521 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 59.4118 | 54.1176 | 64.7059 | 59.4118 | 54.1176 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.0232 | 1.1113 | 0.9265 | 0.8172 | 0.8553 | 0.7375 |
Largest Winning Trade | 55838 | 49973 | 55838 | 65200 | 52189 | 65200 |
Largest Losing Trade | -81766 | -32095 | -81766 | -156471 | -47884 | -156471 |
Avg Bars in Trades | 25 | 16 | 33 | 25 | 16 | 33 |
Avg Bars in Winners | 24 | 11 | 35 | 24 | 11 | 35 |
Avg Bars in Losers | 26 | 22 | 30 | 26 | 22 | 30 |
Bars Traded | 4292 | 1411 | 2880 | 4292 | 1411 | 2880 |
Profit Streak | 20.1709 | 20.1709 | 31.8375 | 20.1709 | 20.1709 | 31.8375 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456329 | -89670 | 380703 | -108396 | -567051 | -105036 |
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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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