Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510707.9568 | 372183.8461 | 138524.1107 | 498387.4384 | 218638.6388 | 279748.7996 |
Total P&L (%) | 510.708 | 372.1838 | 138.5241 | 498.3874 | 218.6386 | 279.7488 |
Avg Daily Profit (%) | 0.2353 | 0.1715 | 0.0638 | 0.0825 | 0.0534 | 0.0615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137322 | -82690 | -152911 | -271109 | -156707 | -145418 |
Profit Factor | 1.5344 | 1.7601 | 1.2973 | 1.3794 | 1.3031 | 1.4725 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 40.3409 | 36.3636 | 44.3182 | 40.3409 | 36.3636 | 44.3182 |
Ratio Avg Win / Avg Loss | 2.2693 | 3.0802 | 1.63 | 2.04 | 2.2804 | 1.85 |
Largest Winning Trade | 105403 | 105403 | 41596 | 164010 | 164010 | 86231 |
Largest Losing Trade | -54053 | -54053 | -48943 | -77578 | -77265 | -77578 |
Avg Bars in Trades | 24 | 25 | 22 | 24 | 25 | 22 |
Avg Bars in Winners | 35 | 39 | 32 | 35 | 39 | 32 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 4232 | 2254 | 1978 | 4232 | 2254 | 1978 |
Profit Streak | 19.8738 | 0 | 20.3738 | 19.8738 | 0 | 20.3738 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322792 | 193332 | -108229 | -83178 | -125727 | -110260 |
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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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