Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343221.4157 | 220665.7069 | 122555.7087 | 225400.6724 | 73060.6216 | 152340.0507 |
Total P&L (%) | 343.2214 | 220.6657 | 122.5557 | 225.4007 | 73.0606 | 152.3401 |
Avg Daily Profit (%) | 0.2033 | 0.1307 | 0.0726 | 0.0699 | 0.0325 | 0.0548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171400 | -80623 | -107136 | -1574408 | -860837 | -882906 |
Profit Factor | 1.4835 | 1.617 | 1.348 | 1.0451 | 1.0296 | 1.0601 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 44.8087 | 40.2174 | 49.4505 | 44.8087 | 40.2174 | 49.4505 |
Ratio Avg Win / Avg Loss | 1.8272 | 2.4036 | 1.3779 | 1.2872 | 1.5305 | 1.0837 |
Largest Winning Trade | 129480 | 129480 | 52414 | 519766 | 519766 | 307978 |
Largest Losing Trade | -25608 | -25608 | -25268 | -310653 | -310653 | -261826 |
Avg Bars in Trades | 108 | 97 | 120 | 108 | 97 | 120 |
Avg Bars in Winners | 148 | 135 | 158 | 148 | 135 | 158 |
Avg Bars in Losers | 77 | 70 | 84 | 77 | 70 | 84 |
Bars Traded | 19938 | 8931 | 11007 | 19938 | 8931 | 11007 |
Profit Streak | 6.9471 | 7.0304 | 0 | 6.9471 | 7.0304 | 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 | 345236 | -18890 | -96158 | -270908 | -339762 | -274574 |
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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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