Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252563.4304 | 7260.3166 | 245303.1138 | 157118.8871 | -13961.3611 | 171080.2481 |
Total P&L (%) | 252.5634 | 7.2603 | 245.3031 | 157.1189 | -13.9614 | 171.0802 |
Avg Daily Profit (%) | 0.1658 | 0.0048 | 0.161 | 0.062 | -0.0099 | 0.0655 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113348 | -137568 | -51639 | -90452 | -97285 | -63311 |
Profit Factor | 1.381 | 1.0208 | 1.7812 | 1.2474 | 0.9554 | 1.5316 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 86 | 31 | 55 | 86 | 31 | 55 |
Losing Trades | 72 | 48 | 24 | 72 | 48 | 24 |
Profitability (%) | 54.4304 | 39.2405 | 69.6203 | 54.4304 | 39.2405 | 69.6203 |
Ratio Avg Win / Avg Loss | 1.1562 | 1.5806 | 0.7772 | 1.0443 | 1.4794 | 0.6684 |
Largest Winning Trade | 59926 | 59071 | 59926 | 38019 | 38019 | 37277 |
Largest Losing Trade | -45952 | -30275 | -45952 | -55052 | -25741 | -55052 |
Avg Bars in Trades | 18 | 12 | 25 | 18 | 12 | 25 |
Avg Bars in Winners | 24 | 15 | 28 | 24 | 15 | 28 |
Avg Bars in Losers | 12 | 10 | 16 | 12 | 10 | 16 |
Bars Traded | 2981 | 985 | 1996 | 2981 | 985 | 1996 |
Profit Streak | 0 | 0 | 43.8082 | 0 | 0 | 43.8082 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345144 | -579620 | -14983 | -108689 | -609975 | -128540 |
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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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