Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274406.9102 | 131177.0335 | 143229.8767 | 560507.5796 | 172655.5187 | 387852.0609 |
Total P&L (%) | 274.4069 | 131.177 | 143.2299 | 560.5076 | 172.6555 | 387.8521 |
Avg Daily Profit (%) | 0.2958 | 0.1414 | 0.1544 | 0.2037 | 0.1082 | 0.171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54438 | -55459 | -48101 | -295861 | -401621 | -267216 |
Profit Factor | 1.5954 | 1.5691 | 1.6217 | 1.2836 | 1.1674 | 1.4105 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 101 | 56 | 45 | 101 | 56 | 45 |
Profitability (%) | 41.6185 | 34.8837 | 48.2759 | 41.6185 | 34.8837 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.238 | 2.9291 | 1.7376 | 1.8006 | 2.1791 | 1.5112 |
Largest Winning Trade | 51980 | 51980 | 29777 | 210300 | 210300 | 197800 |
Largest Losing Trade | -16609 | -9803 | -16609 | -130363 | -78966 | -130363 |
Avg Bars in Trades | 21 | 19 | 22 | 21 | 19 | 22 |
Avg Bars in Winners | 36 | 37 | 36 | 36 | 37 | 36 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 3649 | 1662 | 1987 | 3649 | 1662 | 1987 |
Profit Streak | 20.9076 | 0 | 27.6576 | 20.9076 | 0 | 27.6576 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357005 | -7367 | 364606 | 275066 | -89819 | 326504 |
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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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