Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242276.6717 | 252158.9056 | -9882.2339 | 2761.6373 | 119833.6042 | -117071.9668 |
Total P&L (%) | 242.2767 | 252.1589 | -9.8822 | 2.7616 | 119.8336 | -117.072 |
Avg Daily Profit (%) | 0.1956 | 0.2036 | -0.008 | 0.0022 | 0.0636 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133641 | -84907 | -116492 | -219652 | -142235 | -176376 |
Profit Factor | 1.3014 | 1.5851 | 0.9735 | 1.0026 | 1.2161 | 0.7646 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 46.6667 | 44.4444 | 48.8889 | 46.6667 | 44.4444 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.4873 | 1.9814 | 1.0178 | 1.1459 | 1.5201 | 0.7994 |
Largest Winning Trade | 132011 | 132011 | 41165 | 123146 | 123146 | 43666 |
Largest Losing Trade | -36623 | -36623 | -27763 | -68602 | -68602 | -48677 |
Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Winners | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3648 | 1892 | 1756 | 3648 | 1892 | 1756 |
Profit Streak | 18.1989 | 27.8656 | 0 | 18.1989 | 27.8656 | 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 | 293889 | 338520 | -579579 | -572803 | -108492 | -581246 |
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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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