Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392593.9634 | 274122.7632 | 118471.2002 | 282498.2557 | 225123.0555 | 57375.2002 |
Total P&L (%) | 392.594 | 274.1228 | 118.4712 | 282.4983 | 225.1231 | 57.3752 |
Avg Daily Profit (%) | 0.3845 | 0.2684 | 0.116 | 0.1315 | 0.1155 | 0.0444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102788 | -62856 | -75633 | -417873 | -257298 | -186509 |
Profit Factor | 1.4869 | 1.7302 | 1.2749 | 1.2302 | 1.3611 | 1.095 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 42.6966 | 39.3258 | 46.0674 | 42.6966 | 39.3258 | 46.0674 |
Ratio Avg Win / Avg Loss | 1.9956 | 2.6694 | 1.4926 | 1.6511 | 2.1 | 1.282 |
Largest Winning Trade | 194028 | 194028 | 48390 | 339390 | 339390 | 57041 |
Largest Losing Trade | -43253 | -25834 | -43253 | -153646 | -93521 | -153646 |
Avg Bars in Trades | 67 | 70 | 64 | 67 | 70 | 64 |
Avg Bars in Winners | 102 | 105 | 100 | 102 | 105 | 100 |
Avg Bars in Losers | 41 | 47 | 34 | 41 | 47 | 34 |
Bars Traded | 12018 | 6259 | 5759 | 12018 | 6259 | 5759 |
Profit Streak | 8.7528 | 0 | 9.6695 | 8.7528 | 0 | 9.6695 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370670 | 252654 | -39369 | -17994 | -41670 | -251593 |
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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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