Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381648.4865 | 306706.5239 | 74941.9626 | 38553.4785 | 64216.6626 | -25663.1841 |
Total P&L (%) | 381.6485 | 306.7065 | 74.942 | 38.5535 | 64.2167 | -25.6632 |
Avg Daily Profit (%) | 0.1656 | 0.1331 | 0.0325 | 0.0142 | 0.0215 | -0.0129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125050 | -76823 | -131569 | -199179 | -127150 | -127738 |
Profit Factor | 1.4487 | 1.7084 | 1.1795 | 1.0419 | 1.1414 | 0.9449 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 50.2825 | 46.0674 | 54.5455 | 50.2825 | 46.0674 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.4324 | 2.0001 | 0.9829 | 1.0302 | 1.3363 | 0.7874 |
Largest Winning Trade | 160184 | 160184 | 43809 | 104952 | 104952 | 49470 |
Largest Losing Trade | -53269 | -49084 | -53269 | -54393 | -49084 | -54393 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 48 | 50 | 47 | 48 | 50 | 47 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 6643 | 3241 | 3402 | 6643 | 3241 | 3402 |
Profit Streak | 0 | 0 | 93.4563 | 0 | 0 | 93.4563 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334205 | -13947 | -173409 | -349748 | -231284 | -579948 |
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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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