Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417947.6774 | 297116.3531 | 120831.3243 | 163384.2392 | 151011.3872 | 12372.852 |
Total P&L (%) | 417.9477 | 297.1164 | 120.8313 | 163.3842 | 151.0114 | 12.3729 |
Avg Daily Profit (%) | 0.2185 | 0.1553 | 0.0632 | 0.0506 | 0.0481 | 0.0061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128204 | -67909 | -127089 | -1991962 | -897930 | -1552296 |
Profit Factor | 1.4173 | 1.5933 | 1.2413 | 1.0214 | 1.0411 | 1.0031 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 52.6012 | 50 | 55.1724 | 52.6012 | 50 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.2771 | 1.5933 | 1.0085 | 0.9204 | 1.0411 | 0.815 |
Largest Winning Trade | 93577 | 93577 | 56680 | 516871 | 411277 | 516871 |
Largest Losing Trade | -53980 | -31058 | -53980 | -1130981 | -466673 | -1130981 |
Avg Bars in Trades | 128 | 115 | 140 | 128 | 115 | 140 |
Avg Bars in Winners | 124 | 115 | 132 | 124 | 115 | 132 |
Avg Bars in Losers | 132 | 114 | 151 | 132 | 114 | 151 |
Bars Traded | 22157 | 9903 | 12254 | 22157 | 9903 | 12254 |
Profit Streak | 0 | 26.5776 | 0 | 0 | 26.5776 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353630 | 375989 | -108507 | -322649 | -303771 | -495023 |
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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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