Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401680.1175 | 358219.3415 | 43460.776 | 27796.4934 | -45010.2233 | 72806.7168 |
Total P&L (%) | 401.6801 | 358.2193 | 43.4608 | 27.7965 | -45.0102 | 72.8067 |
Avg Daily Profit (%) | 0.1928 | 0.1719 | 0.0209 | 0.0118 | -0.0287 | 0.0263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106829 | -116656 | -32459 | -328808 | -370761 | -79725 |
Profit Factor | 1.4902 | 1.584 | 1.211 | 1.0186 | 0.962 | 1.2318 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Profitability (%) | 42.7711 | 44.5783 | 40.9639 | 42.7711 | 44.5783 | 40.9639 |
Ratio Avg Win / Avg Loss | 1.9939 | 1.9693 | 1.7452 | 1.3629 | 1.196 | 1.7752 |
Largest Winning Trade | 229062 | 229062 | 28894 | 181505 | 181505 | 61493 |
Largest Losing Trade | -52167 | -52167 | -16223 | -147138 | -147138 | -38530 |
Avg Bars in Trades | 148 | 257 | 39 | 148 | 257 | 39 |
Avg Bars in Winners | 162 | 261 | 54 | 162 | 261 | 54 |
Avg Bars in Losers | 137 | 253 | 28 | 137 | 253 | 28 |
Bars Traded | 24573 | 21335 | 3238 | 24573 | 21335 | 3238 |
Profit Streak | 16.5471 | 0 | 46.0471 | 16.5471 | 0 | 46.0471 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307770 | 283372 | -169544 | -381890 | -581551 | -160303 |
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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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