Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403160.6539 | 261678.0684 | 141482.5855 | 296515.7051 | 227375.409 | 69140.2961 |
Total P&L (%) | 403.1607 | 261.6781 | 141.4826 | 296.5157 | 227.3754 | 69.1403 |
Avg Daily Profit (%) | 0.2958 | 0.192 | 0.1038 | 0.1011 | 0.0871 | 0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80765 | -63536 | -108213 | -384124 | -287110 | -373554 |
Profit Factor | 1.5132 | 1.647 | 1.3712 | 1.1261 | 1.1924 | 1.0591 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 98 | 41 | 57 | 98 | 41 | 57 |
Losing Trades | 94 | 55 | 39 | 94 | 55 | 39 |
Profitability (%) | 51.0417 | 42.7083 | 59.375 | 51.0417 | 42.7083 | 59.375 |
Ratio Avg Win / Avg Loss | 1.4514 | 2.2093 | 0.9382 | 1.0802 | 1.5995 | 0.7247 |
Largest Winning Trade | 71063 | 71063 | 40868 | 204001 | 204001 | 120784 |
Largest Losing Trade | -66253 | -24776 | -66253 | -229779 | -81320 | -229779 |
Avg Bars in Trades | 41 | 41 | 40 | 41 | 41 | 40 |
Avg Bars in Winners | 48 | 52 | 46 | 48 | 52 | 46 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 7911 | 3990 | 3921 | 7911 | 3990 | 3921 |
Profit Streak | 25.8463 | 39.013 | 0 | 25.8463 | 39.013 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414338 | 306942 | -54616 | -138077 | -86680 | -297659 |
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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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