Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330502.9029 | 194157.6448 | 136345.2581 | 246961.8256 | 221466.0822 | 25495.7434 |
Total P&L (%) | 330.5029 | 194.1576 | 136.3453 | 246.9618 | 221.4661 | 25.4957 |
Avg Daily Profit (%) | 0.1958 | 0.115 | 0.0808 | 0.0737 | 0.0692 | 0.0135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102302 | -76521 | -84588 | -273369 | -220938 | -273777 |
Profit Factor | 1.3878 | 1.4493 | 1.3245 | 1.0991 | 1.179 | 1.0203 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 47.7273 | 48.8636 | 46.5909 | 47.7273 | 48.8636 | 46.5909 |
Ratio Avg Win / Avg Loss | 1.5199 | 1.5167 | 1.5184 | 1.2038 | 1.2339 | 1.1696 |
Largest Winning Trade | 50789 | 50789 | 48789 | 122872 | 122872 | 119639 |
Largest Losing Trade | -40425 | -39490 | -40425 | -169502 | -84578 | -169502 |
Avg Bars in Trades | 27 | 23 | 32 | 27 | 23 | 32 |
Avg Bars in Winners | 30 | 23 | 38 | 30 | 23 | 38 |
Avg Bars in Losers | 25 | 22 | 27 | 25 | 22 | 27 |
Bars Traded | 4914 | 2050 | 2864 | 4914 | 2050 | 2864 |
Profit Streak | 20.8503 | 35.1836 | 0 | 20.8503 | 35.1836 | 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 | 366661 | -37246 | -85387 | -205116 | -124053 | -378192 |
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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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