Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228100.4346 | 182528.3891 | 45572.0455 | -89206.2114 | 3177.8406 | -92384.052 |
Total P&L (%) | 228.1004 | 182.5284 | 45.572 | -89.2062 | 3.1778 | -92.3841 |
Avg Daily Profit (%) | 0.1671 | 0.1337 | 0.0334 | -0.1629 | 0.0023 | -0.1884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179902 | -77147 | -110216 | -193931 | -85375 | -180966 |
Profit Factor | 1.2604 | 1.4578 | 1.0955 | 0.8389 | 1.0141 | 0.7188 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 80 | 34 | 46 | 80 | 34 | 46 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 50.3145 | 42.5 | 58.2278 | 50.3145 | 42.5 | 58.2278 |
Ratio Avg Win / Avg Loss | 1.2446 | 1.9723 | 0.7859 | 0.8284 | 1.372 | 0.5157 |
Largest Winning Trade | 122804 | 122804 | 54392 | 90716 | 90716 | 39849 |
Largest Losing Trade | -95959 | -28886 | -95959 | -149403 | -41311 | -149403 |
Avg Bars in Trades | 25 | 18 | 32 | 25 | 18 | 32 |
Avg Bars in Winners | 30 | 22 | 37 | 30 | 22 | 37 |
Avg Bars in Losers | 19 | 15 | 24 | 19 | 15 | 24 |
Bars Traded | 3999 | 1463 | 2536 | 3999 | 1463 | 2536 |
Profit Streak | 23.6804 | 45.6804 | 23.6804 | 23.6804 | 45.6804 | 23.6804 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352734 | -33074 | -292243 | -578161 | -581200 | -605846 |
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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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