Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177521.6564 | 85769.73 | 91751.9264 | 104698.2916 | 43219.1957 | 61479.0959 |
Total P&L (%) | 177.5217 | 85.7697 | 91.7519 | 104.6983 | 43.2192 | 61.4791 |
Avg Daily Profit (%) | 0.1704 | 0.0823 | 0.0881 | 0.0688 | 0.0345 | 0.046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74178 | -63206 | -90253 | -180725 | -134113 | -206119 |
Profit Factor | 1.3117 | 1.324 | 1.301 | 1.0899 | 1.0839 | 1.0946 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 50.5682 | 46.5909 | 54.5455 | 50.5682 | 46.5909 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2822 | 1.5178 | 1.0842 | 1.0654 | 1.2425 | 0.9122 |
Largest Winning Trade | 34768 | 34768 | 30578 | 59181 | 59181 | 53397 |
Largest Losing Trade | -48410 | -17544 | -48410 | -122758 | -37925 | -122758 |
Avg Bars in Trades | 139 | 117 | 161 | 139 | 117 | 161 |
Avg Bars in Winners | 175 | 144 | 202 | 175 | 144 | 202 |
Avg Bars in Losers | 101 | 93 | 110 | 101 | 93 | 110 |
Bars Traded | 24500 | 10329 | 14171 | 24500 | 10329 | 14171 |
Profit Streak | 20.1983 | 0 | 34.7817 | 20.1983 | 0 | 34.7817 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326659 | -83323 | -74011 | -221207 | -278647 | -248895 |
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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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