Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219796.7662 | 172051.5089 | 47745.2572 | -66481.5037 | -11081.4625 | -55400.0412 |
Total P&L (%) | 219.7968 | 172.0515 | 47.7453 | -66.4815 | -11.0815 | -55.4 |
Avg Daily Profit (%) | 0.2137 | 0.1673 | 0.0464 | -0.1062 | -0.0114 | -0.0785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88137 | -91673 | -94357 | -116696 | -101222 | -106474 |
Profit Factor | 1.2479 | 1.4197 | 1.1002 | 0.911 | 0.9664 | 0.8672 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 46.988 | 43.3735 | 50.6024 | 46.988 | 43.3735 | 50.6024 |
Ratio Avg Win / Avg Loss | 1.4079 | 1.8535 | 1.074 | 1.0277 | 1.2616 | 0.8466 |
Largest Winning Trade | 83156 | 83156 | 49849 | 38105 | 33478 | 38105 |
Largest Losing Trade | -88137 | -25374 | -88137 | -104551 | -24881 | -104551 |
Avg Bars in Trades | 36 | 35 | 36 | 36 | 35 | 36 |
Avg Bars in Winners | 49 | 47 | 50 | 49 | 47 | 50 |
Avg Bars in Losers | 24 | 27 | 21 | 24 | 27 | 21 |
Bars Traded | 5996 | 2976 | 3019 | 5996 | 2976 | 3019 |
Profit Streak | 38.7196 | 38.7196 | 76.5529 | 38.7196 | 38.7196 | 76.5529 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310775 | 248601 | -241630 | -577982 | -581474 | -579612 |
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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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