Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511210.5545 | 353118.8627 | 158091.6918 | 782964.8256 | 341274.031 | 441690.7946 |
Total P&L (%) | 511.2106 | 353.1189 | 158.0917 | 782.9648 | 341.274 | 441.6908 |
Avg Daily Profit (%) | 0.2353 | 0.1625 | 0.0728 | 0.1003 | 0.0683 | 0.0778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108706 | -62595 | -144461 | -563031 | -256627 | -442048 |
Profit Factor | 1.6116 | 2.0319 | 1.3203 | 1.2783 | 1.2662 | 1.2883 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 49.4444 | 47.7778 | 51.1111 | 49.4444 | 47.7778 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.6478 | 2.2209 | 1.2629 | 1.307 | 1.384 | 1.2323 |
Largest Winning Trade | 86020 | 86020 | 52271 | 210244 | 182567 | 210244 |
Largest Losing Trade | -53354 | -53354 | -47161 | -233616 | -183960 | -233616 |
Avg Bars in Trades | 47 | 39 | 56 | 47 | 39 | 56 |
Avg Bars in Winners | 56 | 45 | 66 | 56 | 45 | 66 |
Avg Bars in Losers | 39 | 33 | 46 | 39 | 33 | 46 |
Bars Traded | 8602 | 3515 | 5087 | 8602 | 3515 | 5087 |
Profit Streak | 32.5029 | 0 | 37.5029 | 32.5029 | 0 | 37.5029 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455664 | 359445 | -95208 | -57441 | -102977 | -88698 |
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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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