Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403251.0369 | 225179.657 | 178071.3799 | -16868.7385 | 46913.7163 | -63782.4549 |
Total P&L (%) | 403.251 | 225.1797 | 178.0714 | -16.8687 | 46.9137 | -63.7825 |
Avg Daily Profit (%) | 0.2424 | 0.1354 | 0.1071 | -0.0111 | 0.0231 | -0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215489 | -105859 | -159721 | -283716 | -105377 | -208169 |
Profit Factor | 1.4203 | 1.5262 | 1.3351 | 0.9831 | 1.1145 | 0.8915 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Losing Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Profitability (%) | 59.6591 | 62.5 | 56.8182 | 59.6591 | 62.5 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.9604 | 0.9157 | 1.0147 | 0.6648 | 0.6687 | 0.6775 |
Largest Winning Trade | 90526 | 90526 | 53961 | 68702 | 53130 | 68702 |
Largest Losing Trade | -80199 | -60588 | -80199 | -170552 | -77942 | -170552 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 26 | 16 | 38 | 26 | 16 | 38 |
Avg Bars in Losers | 28 | 38 | 20 | 28 | 38 | 20 |
Bars Traded | 4868 | 2159 | 2709 | 4868 | 2159 | 2709 |
Profit Streak | 3.3293 | 3.3293 | 85.996 | 3.3293 | 3.3293 | 85.996 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331372 | -11481 | -47836 | -578709 | -258842 | -578849 |
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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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