Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194097.4528 | 154521.9367 | 39575.5161 | 106451.2626 | 72728.6008 | 33722.6617 |
Total P&L (%) | 194.0975 | 154.5219 | 39.5755 | 106.4513 | 72.7286 | 33.7227 |
Avg Daily Profit (%) | 0.211 | 0.1679 | 0.043 | 0.0788 | 0.0594 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60855 | -45047 | -62505 | -101222 | -103217 | -59413 |
Profit Factor | 1.4394 | 1.6727 | 1.1867 | 1.2011 | 1.2615 | 1.1342 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Losing Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Profitability (%) | 43.1472 | 44.4444 | 41.8367 | 43.1472 | 44.4444 | 41.8367 |
Ratio Avg Win / Avg Loss | 1.8967 | 2.0909 | 1.6498 | 1.5826 | 1.5768 | 1.5769 |
Largest Winning Trade | 168094 | 168094 | 29691 | 123829 | 123829 | 58640 |
Largest Losing Trade | -20241 | -16778 | -20241 | -37024 | -37024 | -27653 |
Avg Bars in Trades | 110 | 107 | 112 | 110 | 107 | 112 |
Avg Bars in Winners | 151 | 146 | 156 | 151 | 146 | 156 |
Avg Bars in Losers | 78 | 76 | 80 | 78 | 76 | 80 |
Bars Traded | 21678 | 10660 | 11018 | 21678 | 10660 | 11018 |
Profit Streak | 158.3877 | 160.0544 | 0 | 158.3877 | 160.0544 | 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 | 313388 | 311133 | -155247 | -88183 | -114493 | -228690 |
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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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