Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393861.3769 | 367251.8422 | 26609.5347 | 64304.1631 | 342080.1605 | -277775.9974 |
Total P&L (%) | 393.8614 | 367.2518 | 26.6095 | 64.3042 | 342.0802 | -277.776 |
Avg Daily Profit (%) | 0.2222 | 0.2072 | 0.015 | 0.028 | 0.0839 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110238 | -85936 | -97930 | -504957 | -315048 | -416926 |
Profit Factor | 1.3822 | 1.7527 | 1.049 | 1.0239 | 1.3072 | 0.8241 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 42.6901 | 40.6977 | 44.7059 | 42.6901 | 40.6977 | 44.7059 |
Ratio Avg Win / Avg Loss | 1.8555 | 2.554 | 1.2975 | 1.3745 | 1.9048 | 1.0193 |
Largest Winning Trade | 102318 | 102318 | 69833 | 247812 | 145423 | 247812 |
Largest Losing Trade | -62640 | -25852 | -62640 | -287116 | -94968 | -287116 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 5258 | 2665 | 2593 | 5258 | 2665 | 2593 |
Profit Streak | 64.5518 | 64.5518 | 77.8852 | 64.5518 | 64.5518 | 77.8852 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324073 | 289313 | -344208 | -350592 | -82672 | -580533 |
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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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