Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344103.8523 | 401769.857 | -57666.0047 | -170822.4502 | -23368.6235 | -147453.8268 |
Total P&L (%) | 344.1039 | 401.7699 | -57.666 | -170.8225 | -23.3686 | -147.4538 |
Avg Daily Profit (%) | 0.1831 | 0.2138 | -0.0307 | 0 | -0.0142 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -295534 | -133450 | -299579 | -197171 | -50074 | -155100 |
Profit Factor | 1.3116 | 1.7675 | 0.9007 | 0.5501 | 0.8085 | 0.4277 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 75 | 33 | 42 | 91 | 52 | 39 |
Losing Trades | 89 | 49 | 40 | 73 | 30 | 43 |
Profitability (%) | 45.7317 | 40.2439 | 51.2195 | 55.4878 | 63.4146 | 47.561 |
Ratio Avg Win / Avg Loss | 1.5564 | 2.6245 | 0.8578 | 0.4413 | 0.4664 | 0.4716 |
Largest Winning Trade | 154389 | 154389 | 38705 | 18433 | 11204 | 18433 |
Largest Losing Trade | -130791 | -39607 | -130791 | -155100 | -32224 | -155100 |
Avg Bars in Trades | 22 | 23 | 20 | 22 | 23 | 20 |
Avg Bars in Winners | 27 | 28 | 26 | 19 | 21 | 16 |
Avg Bars in Losers | 17 | 20 | 15 | 25 | 27 | 24 |
Bars Traded | 3627 | 1929 | 1698 | 3627 | 1929 | 1698 |
Profit Streak | 12.2144 | 0 | 135.2144 | 0 | 67.7144 | 0 |
Trades During Streak | 1 | 0 | 6 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318231 | 112189 | -583351 | -578929 | -581971 | -585906 |
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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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