Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189926.6272 | 114717.0097 | 75209.6174 | 214106.5613 | 127247.1519 | 86859.4094 |
Total P&L (%) | 189.9266 | 114.717 | 75.2096 | 214.1066 | 127.2472 | 86.8594 |
Avg Daily Profit (%) | 0.3291 | 0.1988 | 0.1303 | 0.1985 | 0.1423 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85449 | -51722 | -60042 | -255521 | -185159 | -211991 |
Profit Factor | 1.4661 | 1.545 | 1.3818 | 1.1984 | 1.231 | 1.1644 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 46.2428 | 43.6782 | 48.8372 | 46.2428 | 43.6782 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.7044 | 1.9923 | 1.4476 | 1.3931 | 1.5874 | 1.2198 |
Largest Winning Trade | 82006 | 82006 | 22508 | 174355 | 174355 | 62676 |
Largest Losing Trade | -31588 | -18697 | -31588 | -129951 | -66702 | -129951 |
Avg Bars in Trades | 76 | 69 | 84 | 76 | 69 | 84 |
Avg Bars in Winners | 92 | 97 | 88 | 92 | 97 | 88 |
Avg Bars in Losers | 63 | 46 | 81 | 63 | 46 | 81 |
Bars Traded | 13310 | 6018 | 7292 | 13310 | 6018 | 7292 |
Profit Streak | 0 | 0 | 501.8603 | 0 | 0 | 501.8603 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359626 | 256781 | -18658 | 157381 | -5408 | -88208 |
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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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