Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527596.1506 | 368730.3476 | 158865.8029 | 718152.6302 | 315010.7838 | 403141.8464 |
Total P&L (%) | 527.5962 | 368.7303 | 158.8658 | 718.1526 | 315.0108 | 403.1418 |
Avg Daily Profit (%) | 0.2424 | 0.1694 | 0.073 | 0.0966 | 0.0654 | 0.0743 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93235 | -106188 | -100268 | -335140 | -301678 | -201562 |
Profit Factor | 1.5519 | 1.6793 | 1.3845 | 1.318 | 1.244 | 1.417 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 50.5556 | 51.1111 | 50 | 50.5556 | 51.1111 | 50 |
Ratio Avg Win / Avg Loss | 1.5178 | 1.6063 | 1.3845 | 1.2891 | 1.1899 | 1.417 |
Largest Winning Trade | 67539 | 67539 | 43686 | 211542 | 211542 | 167848 |
Largest Losing Trade | -44609 | -44609 | -43197 | -153507 | -121515 | -153507 |
Avg Bars in Trades | 46 | 55 | 37 | 46 | 55 | 37 |
Avg Bars in Winners | 54 | 60 | 48 | 54 | 60 | 48 |
Avg Bars in Losers | 39 | 51 | 27 | 39 | 51 | 27 |
Bars Traded | 8445 | 5039 | 3405 | 8445 | 5039 | 3405 |
Profit Streak | 22.6838 | 0 | 152.1838 | 22.6838 | 0 | 152.1838 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457083 | 373374 | -93743 | -61794 | -106014 | -91852 |
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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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