Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213084.8916 | 102109.8675 | 110975.0241 | 250070.2273 | 94263.7686 | 155806.4587 |
Total P&L (%) | 213.0849 | 102.1099 | 110.975 | 250.0702 | 94.2638 | 155.8065 |
Avg Daily Profit (%) | 0.2046 | 0.098 | 0.1065 | 0.1204 | 0.0638 | 0.0902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91479 | -55118 | -63650 | -464559 | -203304 | -320144 |
Profit Factor | 1.4616 | 1.4179 | 1.5108 | 1.169 | 1.1201 | 1.2241 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 50 | 45.2632 | 54.7368 | 50 | 45.2632 | 54.7368 |
Ratio Avg Win / Avg Loss | 1.4616 | 1.7146 | 1.2493 | 1.169 | 1.3546 | 1.0122 |
Largest Winning Trade | 78510 | 78510 | 32516 | 123020 | 123020 | 121726 |
Largest Losing Trade | -31490 | -17684 | -31490 | -84494 | -84494 | -76114 |
Avg Bars in Trades | 129 | 118 | 139 | 129 | 118 | 139 |
Avg Bars in Winners | 168 | 145 | 187 | 168 | 145 | 187 |
Avg Bars in Losers | 89 | 96 | 81 | 89 | 96 | 81 |
Bars Traded | 24514 | 11231 | 13284 | 24514 | 11231 | 13284 |
Profit Streak | 20.1928 | 26.4012 | 0 | 20.1928 | 26.4012 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370128 | -61785 | -49065 | -65412 | -197743 | -72588 |
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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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