Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410789.0992 | 319991.5698 | 90797.5294 | 413506.079 | 222560.103 | 190945.976 |
Total P&L (%) | 410.7891 | 319.9916 | 90.7975 | 413.5061 | 222.5601 | 190.946 |
Avg Daily Profit (%) | 0.2313 | 0.1802 | 0.0511 | 0.0922 | 0.066 | 0.0602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96419 | -111173 | -57744 | -869080 | -710205 | -609123 |
Profit Factor | 1.5058 | 1.7127 | 1.25 | 1.0814 | 1.0792 | 1.084 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 43.9306 | 39.5349 | 48.2759 | 43.9306 | 39.5349 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.9219 | 2.6194 | 1.3393 | 1.3802 | 1.6506 | 1.1614 |
Largest Winning Trade | 77468 | 77468 | 65567 | 467305 | 252224 | 467305 |
Largest Losing Trade | -40032 | -40032 | -35521 | -457770 | -316241 | -457770 |
Avg Bars in Trades | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Winners | 23 | 29 | 17 | 23 | 29 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 3437 | 1916 | 1521 | 3437 | 1916 | 1521 |
Profit Streak | 7.8432 | 0 | 21.8432 | 7.8432 | 0 | 21.8432 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354274 | 236928 | -124528 | -201450 | -241219 | -240424 |
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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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