Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479103.8497 | 333300.1806 | 145803.6691 | 544966.3498 | 4046.5285 | 540919.8213 |
Total P&L (%) | 479.1039 | 333.3002 | 145.8037 | 544.9664 | 4.0465 | 540.9198 |
Avg Daily Profit (%) | 0.2207 | 0.1535 | 0.0671 | 0.0859 | 0.0018 | 0.0856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81718 | -70963 | -69834 | -639047 | -398013 | -304318 |
Profit Factor | 1.5525 | 1.7567 | 1.3417 | 1.1578 | 1.0022 | 1.3339 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 45.6522 | 42.3913 | 48.913 | 45.6522 | 42.3913 | 48.913 |
Ratio Avg Win / Avg Loss | 1.8482 | 2.3873 | 1.4013 | 1.3783 | 1.362 | 1.3931 |
Largest Winning Trade | 129264 | 129264 | 50251 | 427373 | 427373 | 187286 |
Largest Losing Trade | -46859 | -46859 | -35202 | -207295 | -118606 | -207295 |
Avg Bars in Trades | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Winners | 46 | 47 | 44 | 46 | 47 | 44 |
Avg Bars in Losers | 25 | 27 | 23 | 25 | 27 | 23 |
Bars Traded | 6417 | 3316 | 3101 | 6417 | 3316 | 3101 |
Profit Streak | 25.647 | 0 | 33.9803 | 25.647 | 0 | 33.9803 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372623 | 262328 | -103125 | -125009 | -577515 | -78163 |
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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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