Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250917.7496 | -1070.8562 | 251988.6059 | 168417.4356 | -52625.5731 | 221043.0087 |
Total P&L (%) | 250.9178 | -1.0709 | 251.9886 | 168.4174 | -52.6256 | 221.043 |
Avg Daily Profit (%) | 0.1648 | -0.0007 | 0.1655 | 0.0649 | -0.0491 | 0.0766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59960 | -80289 | -63597 | -173361 | -120241 | -111467 |
Profit Factor | 1.2895 | 0.9977 | 1.6442 | 1.1176 | 0.9305 | 1.3278 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 134 | 50 | 84 | 134 | 50 | 84 |
Losing Trades | 184 | 109 | 75 | 184 | 109 | 75 |
Profitability (%) | 42.1384 | 31.4465 | 52.8302 | 42.1384 | 31.4465 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.7707 | 2.1751 | 1.468 | 1.5347 | 2.0285 | 1.1856 |
Largest Winning Trade | 60827 | 60827 | 51643 | 91039 | 91039 | 67553 |
Largest Losing Trade | -41642 | -16306 | -41642 | -61452 | -33254 | -61452 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 26 | 32 | 23 | 26 | 32 | 23 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 6009 | 3114 | 2895 | 6009 | 3114 | 2895 |
Profit Streak | 0 | 0 | 12.8189 | 0 | 0 | 12.8189 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 264051 | -584660 | 391038 | -197433 | -584660 | -88831 |
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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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