Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261455.2848 | 108097.2802 | 153358.0047 | -1709.6349 | -40088.2074 | 38378.5725 |
Total P&L (%) | 261.4553 | 108.0973 | 153.358 | -1.7096 | -40.0882 | 38.3786 |
Avg Daily Profit (%) | 0.1569 | 0.0649 | 0.0921 | -0.001 | -0.0307 | 0.0195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80235 | -122066 | -96586 | -106230 | -97945 | -66856 |
Profit Factor | 1.2863 | 1.2446 | 1.3254 | 0.9975 | 0.8789 | 1.1103 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 52.3529 | 49.4118 | 55.2941 | 52.3529 | 49.4118 | 55.2941 |
Ratio Avg Win / Avg Loss | 1.1707 | 1.2742 | 1.0716 | 0.9078 | 0.8998 | 0.8977 |
Largest Winning Trade | 56551 | 52532 | 56551 | 50145 | 41745 | 50145 |
Largest Losing Trade | -65897 | -28539 | -65897 | -65897 | -44956 | -65897 |
Avg Bars in Trades | 28 | 17 | 38 | 28 | 17 | 38 |
Avg Bars in Winners | 32 | 14 | 48 | 32 | 14 | 48 |
Avg Bars in Losers | 23 | 20 | 27 | 23 | 20 | 27 |
Bars Traded | 4821 | 1511 | 3309 | 4821 | 1511 | 3309 |
Profit Streak | 0 | 0 | 87.1009 | 0 | 0 | 87.1009 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314150 | -106826 | -68510 | -579304 | -581055 | -268740 |
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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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