Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339219.3634 | 248996.9215 | 90222.4419 | 258370.6511 | 206414.3257 | 51956.3254 |
Total P&L (%) | 339.2194 | 248.9969 | 90.2224 | 258.3707 | 206.4143 | 51.9563 |
Avg Daily Profit (%) | 0.2391 | 0.1755 | 0.0636 | 0.09 | 0.0789 | 0.0295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94688 | -73563 | -74866 | -352099 | -337043 | -199979 |
Profit Factor | 1.4836 | 1.6211 | 1.3003 | 1.1382 | 1.188 | 1.0673 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 46.5839 | 43.2099 | 50 | 46.5839 | 43.2099 | 50 |
Ratio Avg Win / Avg Loss | 1.7012 | 2.1306 | 1.3003 | 1.3051 | 1.5614 | 1.0673 |
Largest Winning Trade | 109061 | 109061 | 33813 | 233395 | 233395 | 68207 |
Largest Losing Trade | -33792 | -33792 | -29682 | -122055 | -106833 | -122055 |
Avg Bars in Trades | 51 | 57 | 44 | 51 | 57 | 44 |
Avg Bars in Winners | 58 | 65 | 53 | 58 | 65 | 53 |
Avg Bars in Losers | 44 | 52 | 35 | 44 | 52 | 35 |
Bars Traded | 8262 | 4697 | 3565 | 8262 | 4697 | 3565 |
Profit Streak | 24.208 | 28.0413 | 0 | 24.208 | 28.0413 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371933 | -3577 | -127403 | -141257 | -114218 | -320592 |
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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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