Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227099.9246 | 65433.3276 | 161666.597 | 40389.7383 | 8794.5485 | 31595.1897 |
Total P&L (%) | 227.0999 | 65.4333 | 161.6666 | 40.3897 | 8.7945 | 31.5952 |
Avg Daily Profit (%) | 0.1538 | 0.0443 | 0.1095 | 0.023 | 0.0057 | 0.0186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147308 | -92062 | -129469 | -231636 | -95247 | -207895 |
Profit Factor | 1.2232 | 1.128 | 1.3194 | 1.0491 | 1.0242 | 1.0688 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 163 | 76 | 87 | 163 | 76 | 87 |
Losing Trades | 145 | 78 | 67 | 145 | 78 | 67 |
Profitability (%) | 52.9221 | 49.3506 | 56.4935 | 52.9221 | 49.3506 | 56.4935 |
Ratio Avg Win / Avg Loss | 1.0882 | 1.1577 | 1.0161 | 0.9333 | 1.0512 | 0.8231 |
Largest Winning Trade | 50057 | 50057 | 49528 | 73743 | 40752 | 73743 |
Largest Losing Trade | -47313 | -26582 | -47313 | -120049 | -35536 | -120049 |
Avg Bars in Trades | 56 | 47 | 66 | 56 | 47 | 66 |
Avg Bars in Winners | 63 | 48 | 77 | 63 | 48 | 77 |
Avg Bars in Losers | 48 | 47 | 51 | 48 | 47 | 51 |
Bars Traded | 17529 | 7364 | 10165 | 17529 | 7364 | 10165 |
Profit Streak | 0 | 0 | 48.7753 | 0 | 0 | 48.7753 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317900 | -213735 | -44538 | -330523 | -544865 | -315369 |
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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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