Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393522.8771 | 368066.5806 | 25456.2965 | 14119.5978 | 166863.5162 | -152743.9184 |
Total P&L (%) | 393.5229 | 368.0666 | 25.4563 | 14.1196 | 166.8635 | -152.7439 |
Avg Daily Profit (%) | 0.1571 | 0.1469 | 0.0102 | 0.0053 | 0.0392 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165801 | -143209 | -116342 | -444242 | -388470 | -448390 |
Profit Factor | 1.399 | 1.7496 | 1.0514 | 1.0071 | 1.1809 | 0.8554 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Losing Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Profitability (%) | 47.5309 | 49.3827 | 45.679 | 47.5309 | 49.3827 | 45.679 |
Ratio Avg Win / Avg Loss | 1.5444 | 1.7934 | 1.2503 | 1.1118 | 1.2104 | 1.0172 |
Largest Winning Trade | 205521 | 205521 | 39847 | 252060 | 252060 | 105683 |
Largest Losing Trade | -52678 | -52678 | -44489 | -173477 | -173477 | -161065 |
Avg Bars in Trades | 29 | 38 | 20 | 29 | 38 | 20 |
Avg Bars in Winners | 28 | 34 | 21 | 28 | 34 | 21 |
Avg Bars in Losers | 30 | 42 | 19 | 30 | 42 | 19 |
Bars Traded | 4765 | 3115 | 1650 | 4765 | 3115 | 1650 |
Profit Streak | 83.6877 | 125.1877 | 83.6877 | 83.6877 | 125.1877 | 83.6877 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366563 | -4817 | -359558 | -434937 | -173352 | -591914 |
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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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