Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170253.8423 | 62491.5271 | 107762.3152 | 83706.7155 | -125605.8892 | 209312.6047 |
Total P&L (%) | 170.2538 | 62.4915 | 107.7623 | 83.7067 | -125.6059 | 209.3126 |
Avg Daily Profit (%) | 0.1516 | 0.0557 | 0.096 | 0.0542 | 0 | 0.1006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128866 | -90486 | -64593 | -652117 | -502974 | -295414 |
Profit Factor | 1.4849 | 1.3059 | 1.7337 | 1.0642 | 0.8434 | 1.4172 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 51.2 | 50.7937 | 51.6129 | 51.2 | 50.7937 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.4153 | 1.2651 | 1.6253 | 1.0143 | 0.817 | 1.3286 |
Largest Winning Trade | 145803 | 145803 | 31104 | 240228 | 240228 | 109846 |
Largest Losing Trade | -27736 | -27736 | -24160 | -229535 | -229535 | -124116 |
Avg Bars in Trades | 34 | 25 | 43 | 34 | 25 | 43 |
Avg Bars in Winners | 41 | 29 | 54 | 41 | 29 | 54 |
Avg Bars in Losers | 26 | 20 | 32 | 26 | 20 | 32 |
Bars Traded | 4299 | 1587 | 2712 | 4299 | 1587 | 2712 |
Profit Streak | 0 | 0 | 25.0116 | 0 | 0 | 25.0116 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320705 | -265274 | -214491 | -269972 | -727077 | -210788 |
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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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