Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359828.2673 | 232182.1206 | 127646.1467 | 572045.2654 | 361688.3907 | 210356.8747 |
Total P&L (%) | 359.8283 | 232.1821 | 127.6461 | 572.0453 | 361.6884 | 210.3569 |
Avg Daily Profit (%) | 0.2946 | 0.1901 | 0.1045 | 0.1561 | 0.1253 | 0.0928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77330 | -67115 | -98871 | -255372 | -202968 | -252991 |
Profit Factor | 1.5168 | 1.694 | 1.3528 | 1.3607 | 1.5023 | 1.243 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 54.4944 | 51.6854 | 57.3034 | 54.4944 | 51.6854 | 57.3034 |
Ratio Avg Win / Avg Loss | 1.2666 | 1.5835 | 1.008 | 1.1363 | 1.4044 | 0.9261 |
Largest Winning Trade | 56014 | 56014 | 20355 | 109946 | 66896 | 109946 |
Largest Losing Trade | -61996 | -31712 | -61996 | -157936 | -114572 | -157936 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 3466 | 1830 | 1636 | 3466 | 1830 | 1636 |
Profit Streak | 16.8431 | 51.5098 | 16.8431 | 16.8431 | 51.5098 | 16.8431 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457162 | 444189 | -51567 | 395218 | -22788 | -69559 |
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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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