Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303478.9341 | 205982.2059 | 97496.7282 | 50585.4007 | 5738.0566 | 44847.3441 |
Total P&L (%) | 303.4789 | 205.9822 | 97.4967 | 50.5854 | 5.7381 | 44.8473 |
Avg Daily Profit (%) | 0.158 | 0.1073 | 0.0508 | 0.0213 | 0.0029 | 0.0193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156104 | -84376 | -110781 | -386576 | -358978 | -248817 |
Profit Factor | 1.3159 | 1.4701 | 1.1866 | 1.0216 | 1.0052 | 1.0363 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 52.6012 | 53.4884 | 51.7241 | 52.6012 | 53.4884 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.1857 | 1.2783 | 1.1075 | 0.9206 | 0.8741 | 0.9672 |
Largest Winning Trade | 89041 | 89041 | 59355 | 130381 | 130381 | 104877 |
Largest Losing Trade | -52934 | -31973 | -52934 | -169366 | -98671 | -169366 |
Avg Bars in Trades | 21 | 12 | 30 | 21 | 12 | 30 |
Avg Bars in Winners | 20 | 9 | 30 | 20 | 9 | 30 |
Avg Bars in Losers | 23 | 16 | 30 | 23 | 16 | 30 |
Bars Traded | 3760 | 1089 | 2671 | 3760 | 1089 | 2671 |
Profit Streak | 0 | 37.293 | 0 | 0 | 37.293 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322713 | -46837 | -140514 | -362559 | -569352 | -351192 |
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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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