Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275906.8122 | 186088.1507 | 89818.6615 | 355379.4877 | 376328.73 | -20949.2424 |
Total P&L (%) | 275.9068 | 186.0882 | 89.8187 | 355.3795 | 376.3287 | -20.9492 |
Avg Daily Profit (%) | 0.2649 | 0.1786 | 0.0862 | 0.1456 | 0.15 | -0.0226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126018 | -57972 | -86198 | -1570452 | -966668 | -898715 |
Profit Factor | 1.5584 | 1.7871 | 1.3486 | 1.0756 | 1.1662 | 0.9914 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Profitability (%) | 48.1928 | 49.3976 | 46.988 | 48.1928 | 49.3976 | 46.988 |
Ratio Avg Win / Avg Loss | 1.6753 | 1.8306 | 1.5215 | 1.1563 | 1.1946 | 1.1185 |
Largest Winning Trade | 78220 | 78220 | 48468 | 558308 | 558308 | 327659 |
Largest Losing Trade | -40193 | -34908 | -40193 | -548146 | -548146 | -410809 |
Avg Bars in Trades | 148 | 140 | 156 | 148 | 140 | 156 |
Avg Bars in Winners | 211 | 197 | 226 | 211 | 197 | 226 |
Avg Bars in Losers | 90 | 86 | 94 | 90 | 86 | 94 |
Bars Traded | 24708 | 11698 | 13011 | 24708 | 11698 | 13011 |
Profit Streak | 9.741 | 32.866 | 0 | 9.741 | 32.866 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424117 | 405265 | -77849 | -135172 | -30139 | -580614 |
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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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