Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93572.8738 | 62823.3166 | 30749.5572 | 51631.7013 | 49691.0306 | 1940.6707 |
Total P&L (%) | 93.5729 | 62.8233 | 30.7496 | 51.6317 | 49.691 | 1.9407 |
Avg Daily Profit (%) | 0.1797 | 0.1206 | 0.059 | 0.08 | 0.0775 | 0.0037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55017 | -47962 | -57914 | -93017 | -66016 | -94644 |
Profit Factor | 1.2073 | 1.2645 | 1.1438 | 1.0764 | 1.1441 | 1.0059 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 49.7143 | 45.4545 | 54.023 | 49.7143 | 45.4545 | 54.023 |
Ratio Avg Win / Avg Loss | 1.2212 | 1.5174 | 0.9734 | 1.0888 | 1.3729 | 0.8561 |
Largest Winning Trade | 27177 | 27177 | 16483 | 39360 | 39360 | 23658 |
Largest Losing Trade | -20526 | -19117 | -20526 | -39973 | -24095 | -39973 |
Avg Bars in Trades | 140 | 154 | 125 | 140 | 154 | 125 |
Avg Bars in Winners | 148 | 167 | 132 | 148 | 167 | 132 |
Avg Bars in Losers | 131 | 142 | 118 | 131 | 142 | 118 |
Bars Traded | 24510 | 13572 | 10938 | 24510 | 13572 | 10938 |
Profit Streak | 9.915 | 19.2067 | 9.915 | 9.915 | 19.2067 | 9.915 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314817 | -32661 | -180849 | -222083 | -154030 | -569108 |
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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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