Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375244.6281 | 132945.1858 | 242299.4423 | 667317.3254 | 95846.6512 | 571470.6742 |
Total P&L (%) | 375.2446 | 132.9452 | 242.2994 | 667.3173 | 95.8467 | 571.4707 |
Avg Daily Profit (%) | 0.2341 | 0.0829 | 0.1511 | 0.1272 | 0.0419 | 0.1189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78174 | -90696 | -80746 | -323826 | -380990 | -291477 |
Profit Factor | 1.5098 | 1.3344 | 1.7159 | 1.2559 | 1.0698 | 1.4628 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 43.5754 | 42.6966 | 44.4444 | 43.5754 | 42.6966 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.9551 | 1.7909 | 2.1449 | 1.6262 | 1.4358 | 1.8284 |
Largest Winning Trade | 95590 | 95590 | 45425 | 185117 | 185117 | 183082 |
Largest Losing Trade | -36037 | -27627 | -36037 | -129337 | -114125 | -129337 |
Avg Bars in Trades | 52 | 51 | 54 | 52 | 51 | 54 |
Avg Bars in Winners | 74 | 65 | 82 | 74 | 65 | 82 |
Avg Bars in Losers | 36 | 40 | 31 | 36 | 40 | 31 |
Bars Traded | 9448 | 4551 | 4897 | 9448 | 4551 | 4897 |
Profit Streak | 8.0706 | 0 | 11.2372 | 8.0706 | 0 | 11.2372 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342101 | -83989 | 310248 | -22768 | -283801 | -33565 |
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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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