Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310473.9716 | 301390.4959 | 9083.4757 | -72751.2348 | 98361.3815 | -171112.6164 |
Total P&L (%) | 310.474 | 301.3905 | 9.0835 | -72.7512 | 98.3614 | -171.1126 |
Avg Daily Profit (%) | 0.16 | 0.1553 | 0.0047 | -0.067 | 0.0353 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145050 | -119815 | -119597 | -173703 | -62048 | -201669 |
Profit Factor | 1.3302 | 1.7055 | 1.0177 | 0.8879 | 1.3877 | 0.5672 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 50 | 45.679 | 54.321 | 50 | 45.679 | 54.321 |
Ratio Avg Win / Avg Loss | 1.3302 | 2.0281 | 0.8558 | 0.8879 | 1.6502 | 0.477 |
Largest Winning Trade | 149172 | 149172 | 42442 | 83538 | 83538 | 23409 |
Largest Losing Trade | -88842 | -35500 | -88842 | -127682 | -36038 | -127682 |
Avg Bars in Trades | 23 | 19 | 27 | 23 | 19 | 27 |
Avg Bars in Winners | 29 | 23 | 34 | 29 | 23 | 34 |
Avg Bars in Losers | 17 | 15 | 18 | 17 | 15 | 18 |
Bars Traded | 3770 | 1557 | 2212 | 3770 | 1557 | 2212 |
Profit Streak | 0 | 0 | 32.2811 | 0 | 0 | 32.2811 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312273 | -2889 | -565638 | -579651 | -157366 | -591357 |
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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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