Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182478.7617 | 61408.3794 | 121070.3823 | -80458.3646 | -54854.9378 | -25603.4268 |
Total P&L (%) | 182.4788 | 61.4084 | 121.0704 | -80.4584 | -54.8549 | -25.6034 |
Avg Daily Profit (%) | 0.1628 | 0.0548 | 0.108 | -0.1455 | -0.0709 | -0.0264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129180 | -46196 | -121747 | -362943 | -141274 | -309906 |
Profit Factor | 1.2623 | 1.225 | 1.2863 | 0.9089 | 0.8371 | 0.9532 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 198 | 89 | 109 | 198 | 89 | 109 |
Losing Trades | 158 | 89 | 69 | 158 | 89 | 69 |
Profitability (%) | 55.618 | 50 | 61.236 | 55.618 | 50 | 61.236 |
Ratio Avg Win / Avg Loss | 1.0073 | 1.225 | 0.8143 | 0.7253 | 0.8371 | 0.6034 |
Largest Winning Trade | 47614 | 47614 | 18450 | 55031 | 55031 | 39162 |
Largest Losing Trade | -97104 | -17655 | -97104 | -239867 | -65030 | -239867 |
Avg Bars in Trades | 37 | 14 | 59 | 37 | 14 | 59 |
Avg Bars in Winners | 35 | 14 | 53 | 35 | 14 | 53 |
Avg Bars in Losers | 39 | 15 | 70 | 39 | 15 | 70 |
Bars Traded | 13300 | 2636 | 10664 | 13300 | 2636 | 10664 |
Profit Streak | 3.1348 | 4.2182 | 0 | 3.1348 | 4.2182 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314081 | -120086 | -48658 | -579209 | -580140 | -578944 |
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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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