Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457673.6785 | 366912.2403 | 90761.4382 | 163674.8741 | 319637.2569 | -155962.3829 |
Total P&L (%) | 457.6737 | 366.9122 | 90.7614 | 163.6749 | 319.6373 | -155.9624 |
Avg Daily Profit (%) | 0.2843 | 0.228 | 0.0564 | 0.0603 | 0.0891 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132052 | -112785 | -129223 | -728734 | -613141 | -544588 |
Profit Factor | 1.4424 | 1.6715 | 1.1859 | 1.0423 | 1.1653 | 0.9192 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 121 | 67 | 54 | 121 | 67 | 54 |
Profitability (%) | 41.2621 | 34.9515 | 47.5728 | 41.2621 | 34.9515 | 47.5728 |
Ratio Avg Win / Avg Loss | 2.0533 | 3.1108 | 1.307 | 1.4838 | 2.1687 | 1.013 |
Largest Winning Trade | 204055 | 204055 | 52858 | 222761 | 222761 | 208162 |
Largest Losing Trade | -39122 | -21756 | -39122 | -186668 | -127132 | -186668 |
Avg Bars in Trades | 92 | 76 | 108 | 92 | 76 | 108 |
Avg Bars in Winners | 151 | 120 | 174 | 151 | 120 | 174 |
Avg Bars in Losers | 50 | 52 | 48 | 50 | 52 | 48 |
Bars Traded | 19033 | 7853 | 11179 | 19033 | 7853 | 11179 |
Profit Streak | 20.1303 | 0 | 21.7969 | 20.1303 | 0 | 21.7969 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311132 | 176194 | -134280 | -288176 | -117695 | -579785 |
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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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