Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389922.7018 | 229759.7926 | 160162.9092 | 666598.4368 | 513155.3282 | 153443.1086 |
Total P&L (%) | 389.9227 | 229.7598 | 160.1629 | 666.5984 | 513.1553 | 153.4431 |
Avg Daily Profit (%) | 0.2324 | 0.1369 | 0.0954 | 0.1215 | 0.1081 | 0.0554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80556 | -117208 | -46160 | -646593 | -273174 | -467255 |
Profit Factor | 1.5766 | 1.6745 | 1.4772 | 1.28 | 1.4513 | 1.1234 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 40.9091 | 37.5 | 44.3182 | 40.9091 | 37.5 | 44.3182 |
Ratio Avg Win / Avg Loss | 2.2773 | 2.7908 | 1.856 | 1.8489 | 2.4189 | 1.4114 |
Largest Winning Trade | 107866 | 107866 | 53361 | 285326 | 285326 | 179875 |
Largest Losing Trade | -23704 | -20764 | -23704 | -161301 | -143954 | -161301 |
Avg Bars in Trades | 112 | 106 | 118 | 112 | 106 | 118 |
Avg Bars in Winners | 180 | 179 | 180 | 180 | 179 | 180 |
Avg Bars in Losers | 65 | 62 | 68 | 65 | 62 | 68 |
Bars Traded | 19781 | 9386 | 10395 | 19781 | 9386 | 10395 |
Profit Streak | 29.1467 | 0 | 33.4801 | 29.1467 | 0 | 33.4801 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313540 | -12256 | -65257 | -31457 | -51283 | -205716 |
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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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