Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302648.8722 | 224078.6264 | 78570.2458 | 95660.7593 | 310698.1419 | -215037.3826 |
Total P&L (%) | 302.6489 | 224.0786 | 78.5702 | 95.6608 | 310.6981 | -215.0374 |
Avg Daily Profit (%) | 0.214 | 0.1584 | 0.0555 | 0.0475 | 0.0999 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120372 | -64554 | -91882 | -412831 | -190225 | -472848 |
Profit Factor | 1.3405 | 1.5213 | 1.1712 | 1.0386 | 1.2855 | 0.845 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Profitability (%) | 43.4066 | 40.6593 | 46.1538 | 43.4066 | 40.6593 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.7478 | 2.2203 | 1.3664 | 1.3542 | 1.8761 | 0.9858 |
Largest Winning Trade | 133558 | 133558 | 50140 | 190989 | 190989 | 90735 |
Largest Losing Trade | -31671 | -25480 | -31671 | -129048 | -77349 | -129048 |
Avg Bars in Trades | 30 | 31 | 28 | 30 | 31 | 28 |
Avg Bars in Winners | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 5536 | 2903 | 2633 | 5536 | 2903 | 2633 |
Profit Streak | 28.2084 | 28.2084 | 34.2084 | 28.2084 | 28.2084 | 34.2084 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308934 | 230767 | -151925 | -308148 | -61873 | -581765 |
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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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