Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287789.9128 | 209330.7146 | 78459.1983 | -364087.8741 | -47011.2318 | -317076.6423 |
Total P&L (%) | 287.7899 | 209.3307 | 78.4592 | -364.0879 | -47.0112 | -317.0766 |
Avg Daily Profit (%) | 0.15 | 0.1091 | 0.0409 | 0 | -0.0331 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147455 | -123370 | -153766 | -448480 | -191369 | -417022 |
Profit Factor | 1.35 | 1.4698 | 1.2082 | 0.736 | 0.9288 | 0.559 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 89 | 43 | 46 | 71 | 40 | 31 |
Losing Trades | 73 | 38 | 35 | 91 | 41 | 50 |
Profitability (%) | 54.9383 | 53.0864 | 56.7901 | 43.8272 | 49.3827 | 38.2716 |
Ratio Avg Win / Avg Loss | 1.1073 | 1.2989 | 0.9193 | 0.9433 | 0.952 | 0.9016 |
Largest Winning Trade | 48071 | 48071 | 30529 | 160416 | 66580 | 160416 |
Largest Losing Trade | -137250 | -60160 | -137250 | -189653 | -63782 | -189653 |
Avg Bars in Trades | 22 | 28 | 17 | 22 | 28 | 17 |
Avg Bars in Winners | 16 | 17 | 16 | 27 | 36 | 15 |
Avg Bars in Losers | 29 | 40 | 18 | 19 | 20 | 18 |
Bars Traded | 3695 | 2301 | 1394 | 3695 | 2301 | 1394 |
Profit Streak | 31.8573 | 31.8573 | 115.3573 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389001 | -56904 | -149746 | -582052 | -592698 | -597019 |
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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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