Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496085.7445 | 332608.8954 | 163476.8491 | 801334.6079 | 634730.7114 | 166603.8965 |
Total P&L (%) | 496.0857 | 332.6089 | 163.4768 | 801.3346 | 634.7307 | 166.6039 |
Avg Daily Profit (%) | 0.3651 | 0.2448 | 0.1203 | 0.1619 | 0.1469 | 0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151256 | -85505 | -76878 | -491289 | -392699 | -308249 |
Profit Factor | 1.6708 | 1.8664 | 1.4597 | 1.2956 | 1.4579 | 1.1258 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 37.5691 | 31.8681 | 43.3333 | 37.5691 | 31.8681 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.7766 | 3.9903 | 1.9089 | 2.1531 | 3.1169 | 1.4722 |
Largest Winning Trade | 152521 | 152521 | 43257 | 262428 | 262428 | 207972 |
Largest Losing Trade | -31630 | -19410 | -31630 | -102564 | -100539 | -102564 |
Avg Bars in Trades | 88 | 83 | 93 | 88 | 83 | 93 |
Avg Bars in Winners | 162 | 169 | 157 | 162 | 169 | 157 |
Avg Bars in Losers | 43 | 42 | 45 | 43 | 42 | 45 |
Bars Traded | 16013 | 7567 | 8446 | 16013 | 7567 | 8446 |
Profit Streak | 21.8584 | 31.9417 | 0 | 21.8584 | 31.9417 | 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 | 318959 | 170073 | -33142 | 199576 | -1230 | -181609 |
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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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