Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387275.1851 | 383959.0286 | 3316.1564 | -20981.4005 | 299698.1899 | -320679.5904 |
Total P&L (%) | 387.2752 | 383.959 | 3.3162 | -20.9814 | 299.6982 | -320.6796 |
Avg Daily Profit (%) | 0.2084 | 0.2067 | 0.0018 | -0.0127 | 0.0746 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156095 | -167778 | -117303 | -403070 | -290968 | -367285 |
Profit Factor | 1.3247 | 1.6432 | 1.0056 | 0.9872 | 1.3655 | 0.6056 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 43.3333 | 42.2222 | 44.4444 | 43.3333 | 42.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.7323 | 2.2486 | 1.257 | 1.2909 | 1.8686 | 0.757 |
Largest Winning Trade | 156696 | 156696 | 61511 | 244879 | 244879 | 64596 |
Largest Losing Trade | -42295 | -33139 | -42295 | -114548 | -114548 | -88159 |
Avg Bars in Trades | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Winners | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 5471 | 2775 | 2696 | 5471 | 2775 | 2696 |
Profit Streak | 81.1479 | 105.8146 | 81.1479 | 81.1479 | 105.8146 | 81.1479 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318542 | 318384 | -571843 | -579301 | -93691 | -582011 |
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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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