Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176788.1743 | 141137.0656 | 35651.1086 | -80224.0535 | 65082.4702 | -145306.5237 |
Total P&L (%) | 176.7882 | 141.1371 | 35.6511 | -80.2241 | 65.0825 | -145.3065 |
Avg Daily Profit (%) | 0.3394 | 0.271 | 0.0685 | -0.3107 | 0.0963 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103954 | -49016 | -144104 | -150963 | -30429 | -187079 |
Profit Factor | 1.3068 | 1.5471 | 1.1121 | 0.7991 | 1.4957 | 0.458 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 96 | 43 | 53 | 96 | 43 | 53 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 54.2373 | 48.8636 | 59.5506 | 54.2373 | 48.8636 | 59.5506 |
Ratio Avg Win / Avg Loss | 1.1026 | 1.619 | 0.7554 | 0.6743 | 1.5653 | 0.3111 |
Largest Winning Trade | 27507 | 27507 | 23431 | 25385 | 25385 | 17738 |
Largest Losing Trade | -97193 | -20195 | -97193 | -117337 | -29198 | -117337 |
Avg Bars in Trades | 139 | 155 | 123 | 139 | 155 | 123 |
Avg Bars in Winners | 131 | 147 | 118 | 131 | 147 | 118 |
Avg Bars in Losers | 149 | 164 | 131 | 149 | 164 | 131 |
Bars Traded | 24749 | 13716 | 11033 | 24749 | 13716 | 11033 |
Profit Streak | 17.0765 | 17.0765 | 27.5765 | 17.0765 | 17.0765 | 27.5765 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407690 | 366240 | -201230 | -578391 | -63113 | -578923 |
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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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