Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481040.5694 | 473678.3336 | 7362.2358 | 164908.0666 | 372220.5982 | -207312.5316 |
Total P&L (%) | 481.0406 | 473.6783 | 7.3622 | 164.9081 | 372.2206 | -207.3125 |
Avg Daily Profit (%) | 0.1924 | 0.1895 | 0.0029 | 0.039 | 0.0621 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165888 | -77610 | -177303 | -641183 | -339954 | -377167 |
Profit Factor | 1.4359 | 1.9354 | 1.0123 | 1.0628 | 1.2912 | 0.8461 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Losing Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Profitability (%) | 40 | 42.2222 | 37.7778 | 40 | 42.2222 | 37.7778 |
Ratio Avg Win / Avg Loss | 2.1539 | 2.6485 | 1.6674 | 1.5942 | 1.7669 | 1.3935 |
Largest Winning Trade | 129182 | 129182 | 55301 | 233576 | 233576 | 163905 |
Largest Losing Trade | -39087 | -36389 | -39087 | -167191 | -158109 | -167191 |
Avg Bars in Trades | 53 | 35 | 72 | 53 | 35 | 72 |
Avg Bars in Winners | 93 | 55 | 135 | 93 | 55 | 135 |
Avg Bars in Losers | 27 | 20 | 34 | 27 | 20 | 34 |
Bars Traded | 9674 | 3166 | 6508 | 9674 | 3166 | 6508 |
Profit Streak | 84.8173 | 91.0673 | 84.8173 | 84.8173 | 91.0673 | 84.8173 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 291216 | 332244 | -564618 | -292638 | -110820 | -583216 |
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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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