Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323240.8068 | 205940.0052 | 117300.8016 | 207303.2425 | 299360.934 | -92057.6915 |
Total P&L (%) | 323.2408 | 205.94 | 117.3008 | 207.3032 | 299.3609 | -92.0577 |
Avg Daily Profit (%) | 0.2285 | 0.1456 | 0.0829 | 0.0794 | 0.0979 | -0.1789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128324 | -63447 | -104987 | -549776 | -382314 | -494312 |
Profit Factor | 1.3984 | 1.5318 | 1.2766 | 1.0687 | 1.2143 | 0.9432 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 46.9274 | 44.9438 | 48.8889 | 46.9274 | 44.9438 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.5815 | 1.8765 | 1.3346 | 1.2086 | 1.4875 | 0.9861 |
Largest Winning Trade | 80246 | 80246 | 39542 | 262662 | 262662 | 115274 |
Largest Losing Trade | -50263 | -50263 | -37737 | -188102 | -188102 | -172690 |
Avg Bars in Trades | 46 | 54 | 38 | 46 | 54 | 38 |
Avg Bars in Winners | 50 | 62 | 39 | 50 | 62 | 39 |
Avg Bars in Losers | 43 | 48 | 37 | 43 | 48 | 37 |
Bars Traded | 8372 | 4883 | 3489 | 8372 | 4883 | 3489 |
Profit Streak | 13.1642 | 0 | 71.1642 | 13.1642 | 0 | 71.1642 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360364 | 59233 | -81665 | -231547 | -64940 | -580146 |
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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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