Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279814.2027 | 182582.7761 | 97231.4266 | 278870.3994 | 160507.0877 | 118363.3117 |
Total P&L (%) | 279.8142 | 182.5828 | 97.2314 | 278.8704 | 160.5071 | 118.3633 |
Avg Daily Profit (%) | 0.2686 | 0.1753 | 0.0933 | 0.128 | 0.092 | 0.075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69879 | -75712 | -59577 | -323699 | -331359 | -277954 |
Profit Factor | 1.5363 | 1.6713 | 1.3892 | 1.142 | 1.1571 | 1.1257 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 100 | 56 | 44 | 100 | 56 | 44 |
Profitability (%) | 44.1341 | 37.7778 | 50.5618 | 44.1341 | 37.7778 | 50.5618 |
Ratio Avg Win / Avg Loss | 1.9447 | 2.7528 | 1.3584 | 1.4456 | 1.9058 | 1.1006 |
Largest Winning Trade | 159378 | 159378 | 32496 | 382189 | 382189 | 96932 |
Largest Losing Trade | -19583 | -19583 | -19012 | -118253 | -106197 | -118253 |
Avg Bars in Trades | 137 | 134 | 139 | 137 | 134 | 139 |
Avg Bars in Winners | 189 | 184 | 192 | 189 | 184 | 192 |
Avg Bars in Losers | 96 | 103 | 86 | 96 | 103 | 86 |
Bars Traded | 24562 | 12111 | 12452 | 24562 | 12111 | 12452 |
Profit Streak | 21.9335 | 23.1002 | 0 | 21.9335 | 23.1002 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361874 | 217996 | -67964 | -87316 | -121358 | -175347 |
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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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