Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230814.2146 | 159063.3765 | 71750.8381 | 240978.3935 | 189260.8405 | 51717.553 |
Total P&L (%) | 230.8142 | 159.0634 | 71.7508 | 240.9784 | 189.2608 | 51.7176 |
Avg Daily Profit (%) | 0.4432 | 0.3054 | 0.1378 | 0.2358 | 0.2041 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92653 | -28915 | -110984 | -186780 | -90221 | -223060 |
Profit Factor | 1.4516 | 1.7282 | 1.2452 | 1.206 | 1.3674 | 1.079 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 51.3812 | 48.3516 | 54.4444 | 51.3812 | 48.3516 | 54.4444 |
Ratio Avg Win / Avg Loss | 1.3736 | 1.846 | 1.0419 | 1.1412 | 1.4607 | 0.9028 |
Largest Winning Trade | 35045 | 35045 | 25637 | 67963 | 67963 | 50864 |
Largest Losing Trade | -62251 | -12613 | -62251 | -111439 | -42340 | -111439 |
Avg Bars in Trades | 133 | 110 | 157 | 133 | 110 | 157 |
Avg Bars in Winners | 156 | 120 | 188 | 156 | 120 | 188 |
Avg Bars in Losers | 109 | 100 | 119 | 109 | 100 | 119 |
Bars Traded | 24182 | 10053 | 14130 | 24182 | 10053 | 14130 |
Profit Streak | 15.6303 | 15.6303 | 23.5261 | 15.6303 | 15.6303 | 23.5261 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444200 | 390876 | -8646 | 326349 | 259649 | -221851 |
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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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