Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191123.5674 | 92063.9887 | 99059.5787 | 350238.4197 | 112969.1465 | 237269.2732 |
Total P&L (%) | 191.1236 | 92.064 | 99.0596 | 350.2384 | 112.9691 | 237.2693 |
Avg Daily Profit (%) | 0.2887 | 0.1391 | 0.1496 | 0.2275 | 0.1142 | 0.1838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33193 | -39894 | -29135 | -129509 | -153749 | -48770 |
Profit Factor | 1.9833 | 1.9202 | 2.0503 | 1.8354 | 1.4574 | 2.3774 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 39.7727 | 34.0909 | 45.4545 | 39.7727 | 34.0909 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.0034 | 3.7124 | 2.4604 | 2.7794 | 2.8177 | 2.8529 |
Largest Winning Trade | 52927 | 52927 | 27098 | 106156 | 106156 | 65141 |
Largest Losing Trade | -10938 | -7146 | -10938 | -29159 | -25429 | -29159 |
Avg Bars in Trades | 174 | 166 | 181 | 174 | 166 | 181 |
Avg Bars in Winners | 304 | 315 | 297 | 304 | 315 | 297 |
Avg Bars in Losers | 87 | 89 | 84 | 87 | 89 | 84 |
Bars Traded | 15317 | 7336 | 7981 | 15317 | 7336 | 7981 |
Profit Streak | 401.6971 | 405.7804 | 0 | 401.6971 | 405.7804 | 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 | 319317 | -9419 | 315124 | 290224 | -43983 | 366530 |
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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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