Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259344.3974 | 124302.2754 | 135042.122 | -56549.9013 | -279128.5834 | 222578.6821 |
Total P&L (%) | 259.3444 | 124.3023 | 135.0421 | -56.5499 | -279.1286 | 222.5787 |
Avg Daily Profit (%) | 0.1559 | 0.0747 | 0.0812 | -0.0501 | 0 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198216 | -205181 | -43047 | -672887 | -716274 | -92387 |
Profit Factor | 1.2826 | 1.1824 | 1.5721 | 0.9669 | 0.7909 | 1.5984 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 52.8662 | 48.7179 | 56.962 | 52.8662 | 48.7179 | 56.962 |
Ratio Avg Win / Avg Loss | 1.1435 | 1.2446 | 1.1878 | 0.862 | 0.8326 | 1.2077 |
Largest Winning Trade | 164880 | 164880 | 28205 | 223723 | 223723 | 155450 |
Largest Losing Trade | -68284 | -68284 | -24033 | -219447 | -219447 | -92387 |
Avg Bars in Trades | 20 | 36 | 4 | 20 | 36 | 4 |
Avg Bars in Winners | 13 | 23 | 5 | 13 | 23 | 5 |
Avg Bars in Losers | 28 | 49 | 4 | 28 | 49 | 4 |
Bars Traded | 3251 | 2879 | 371 | 3251 | 2879 | 371 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312974 | -148069 | -108319 | -579306 | -615734 | -122493 |
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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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