Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364593.41 | 268830.6398 | 95762.7701 | 38836.8677 | 124215.8348 | -85378.9671 |
Total P&L (%) | 364.5934 | 268.8306 | 95.7628 | 38.8369 | 124.2158 | -85.379 |
Avg Daily Profit (%) | 0.1901 | 0.1402 | 0.0499 | 0.0171 | 0.0421 | -0.1002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169843 | -161504 | -91494 | -397329 | -397806 | -267581 |
Profit Factor | 1.4245 | 1.5643 | 1.2504 | 1.0249 | 1.1562 | 0.888 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 56.25 | 55 | 57.5 | 56.25 | 55 | 57.5 |
Ratio Avg Win / Avg Loss | 1.108 | 1.2799 | 0.9242 | 0.7972 | 0.946 | 0.6563 |
Largest Winning Trade | 92710 | 92710 | 53609 | 109792 | 77057 | 109792 |
Largest Losing Trade | -66121 | -66121 | -65321 | -176846 | -133914 | -176846 |
Avg Bars in Trades | 23 | 34 | 12 | 23 | 34 | 12 |
Avg Bars in Winners | 20 | 26 | 15 | 20 | 26 | 15 |
Avg Bars in Losers | 26 | 43 | 8 | 26 | 43 | 8 |
Bars Traded | 3712 | 2720 | 992 | 3712 | 2720 | 992 |
Profit Streak | 0 | 0 | 234.3296 | 0 | 0 | 234.3296 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371072 | -23034 | -144649 | -365157 | -205831 | -597305 |
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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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