Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281003.2549 | 211086.5606 | 69916.6942 | 28629.2706 | -49925.4281 | 78554.6987 |
Total P&L (%) | 281.0033 | 211.0866 | 69.9167 | 28.6293 | -49.9254 | 78.5547 |
Avg Daily Profit (%) | 0.1672 | 0.1256 | 0.0416 | 0.015 | -0.0411 | 0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121334 | -163065 | -69108 | -227224 | -320373 | -158798 |
Profit Factor | 1.3122 | 1.424 | 1.1738 | 1.0194 | 0.9423 | 1.1291 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 46.0674 | 42.6966 | 49.4382 | 46.0674 | 42.6966 | 49.4382 |
Ratio Avg Win / Avg Loss | 1.5362 | 1.9112 | 1.2004 | 1.1935 | 1.2646 | 1.1547 |
Largest Winning Trade | 97070 | 97070 | 53366 | 89694 | 89694 | 77642 |
Largest Losing Trade | -33282 | -30395 | -33282 | -65776 | -65776 | -53844 |
Avg Bars in Trades | 27 | 30 | 24 | 27 | 30 | 24 |
Avg Bars in Winners | 36 | 40 | 33 | 36 | 40 | 33 |
Avg Bars in Losers | 20 | 23 | 16 | 20 | 23 | 16 |
Bars Traded | 4962 | 2745 | 2217 | 4962 | 2745 | 2217 |
Profit Streak | 29.143 | 29.143 | 48.143 | 29.143 | 29.143 | 48.143 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334665 | -26040 | -166010 | -374534 | -581727 | -224651 |
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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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