Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434520.1179 | 316339.5003 | 118180.6176 | 280715.4916 | 133356.7911 | 147358.7005 |
Total P&L (%) | 434.5201 | 316.3395 | 118.1806 | 280.7155 | 133.3568 | 147.3587 |
Avg Daily Profit (%) | 0.2006 | 0.1461 | 0.0546 | 0.0618 | 0.0391 | 0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160600 | -85100 | -184454 | -230692 | -174891 | -126170 |
Profit Factor | 1.4494 | 1.6835 | 1.2345 | 1.2498 | 1.2239 | 1.279 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
Profitability (%) | 52.7174 | 46.7391 | 58.6957 | 52.7174 | 46.7391 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.3 | 1.9184 | 0.8687 | 1.1209 | 1.3947 | 0.9 |
Largest Winning Trade | 65653 | 65653 | 44946 | 67849 | 67849 | 56014 |
Largest Losing Trade | -57407 | -45579 | -57407 | -78047 | -78047 | -47197 |
Avg Bars in Trades | 68 | 74 | 63 | 68 | 74 | 63 |
Avg Bars in Winners | 76 | 83 | 71 | 76 | 83 | 71 |
Avg Bars in Losers | 60 | 66 | 52 | 60 | 66 | 52 |
Bars Traded | 12684 | 6856 | 5828 | 12684 | 6856 | 5828 |
Profit Streak | 12.5754 | 0 | 141.0754 | 12.5754 | 0 | 141.0754 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379939 | 128395 | -119733 | -108765 | -142582 | -136450 |
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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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