Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201416.9938 | 83147.224 | 118269.7699 | 260163.2508 | 6058.7375 | 254104.5133 |
Total P&L (%) | 201.417 | 83.1472 | 118.2698 | 260.1633 | 6.0587 | 254.1045 |
Avg Daily Profit (%) | 0.1934 | 0.0798 | 0.1135 | 0.1231 | 0.0056 | 0.1215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89105 | -87068 | -40976 | -559526 | -594168 | -217596 |
Profit Factor | 1.4532 | 1.3674 | 1.5423 | 1.1485 | 1.0062 | 1.331 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 42.7711 | 38.5542 | 46.988 | 42.7711 | 38.5542 | 46.988 |
Ratio Avg Win / Avg Loss | 1.9444 | 2.1792 | 1.74 | 1.5367 | 1.6036 | 1.5016 |
Largest Winning Trade | 47403 | 46042 | 47403 | 271823 | 271823 | 121353 |
Largest Losing Trade | -20353 | -20353 | -16725 | -159670 | -159670 | -85530 |
Avg Bars in Trades | 149 | 139 | 159 | 149 | 139 | 159 |
Avg Bars in Winners | 221 | 229 | 214 | 221 | 229 | 214 |
Avg Bars in Losers | 95 | 83 | 110 | 95 | 83 | 110 |
Bars Traded | 24807 | 11579 | 13228 | 24807 | 11579 | 13228 |
Profit Streak | 8.8613 | 16.3196 | 0 | 8.8613 | 16.3196 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303224 | -88979 | -40248 | -86015 | -567905 | -30981 |
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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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