Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394054.8739 | 279662.7127 | 114392.1612 | 152877.8207 | 126899.1061 | 25978.7147 |
Total P&L (%) | 394.0549 | 279.6627 | 114.3922 | 152.8778 | 126.8991 | 25.9787 |
Avg Daily Profit (%) | 0.1812 | 0.1286 | 0.0526 | 0.0427 | 0.0377 | 0.0106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114374 | -73946 | -141360 | -318168 | -165814 | -170947 |
Profit Factor | 1.4336 | 1.6341 | 1.2445 | 1.1275 | 1.2212 | 1.0416 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 45.2941 | 40 | 50.5882 | 45.2941 | 40 | 50.5882 |
Ratio Avg Win / Avg Loss | 1.7315 | 2.4512 | 1.2156 | 1.3618 | 1.8318 | 1.0173 |
Largest Winning Trade | 83247 | 83247 | 44395 | 147824 | 147824 | 60691 |
Largest Losing Trade | -64459 | -36003 | -64459 | -115110 | -60610 | -115110 |
Avg Bars in Trades | 50 | 51 | 49 | 50 | 51 | 49 |
Avg Bars in Winners | 68 | 74 | 63 | 68 | 74 | 63 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 8552 | 4359 | 4193 | 8552 | 4359 | 4193 |
Profit Streak | 29.4433 | 0 | 30.6933 | 29.4433 | 0 | 30.6933 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326599 | -22467 | -122638 | -216566 | -146065 | -356643 |
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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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