Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316453.5011 | 245542.4686 | 70911.0325 | 163304.7186 | 54963.5865 | 108341.1321 |
Total P&L (%) | 316.4535 | 245.5425 | 70.911 | 163.3047 | 54.9636 | 108.3411 |
Avg Daily Profit (%) | 0.2953 | 0.2291 | 0.0662 | 0.0904 | 0.0409 | 0.0685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103552 | -80739 | -78500 | -353733 | -277618 | -188467 |
Profit Factor | 1.5738 | 1.8444 | 1.272 | 1.116 | 1.0717 | 1.1692 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 82 | 32 | 50 | 82 | 32 | 50 |
Losing Trades | 111 | 64 | 47 | 111 | 64 | 47 |
Profitability (%) | 42.487 | 33.3333 | 51.5464 | 42.487 | 33.3333 | 51.5464 |
Ratio Avg Win / Avg Loss | 2.1304 | 3.6889 | 1.1957 | 1.5107 | 2.1433 | 1.099 |
Largest Winning Trade | 273693 | 273693 | 35181 | 325133 | 325133 | 85898 |
Largest Losing Trade | -21417 | -21417 | -20034 | -82276 | -82276 | -63672 |
Avg Bars in Trades | 21 | 25 | 18 | 21 | 25 | 18 |
Avg Bars in Winners | 29 | 39 | 22 | 29 | 39 | 22 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 4219 | 2410 | 1809 | 4219 | 2410 | 1809 |
Profit Streak | 3.5584 | 0 | 9.0584 | 3.5584 | 0 | 9.0584 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325530 | 175253 | -103824 | -166339 | -286381 | -135055 |
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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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