Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332169.4405 | 261582.6151 | 70586.8254 | 47172.1055 | 99788.7946 | -52616.689 |
Total P&L (%) | 332.1694 | 261.5826 | 70.5868 | 47.1721 | 99.7888 | -52.6167 |
Avg Daily Profit (%) | 0.3229 | 0.2543 | 0.0686 | 0.0376 | 0.0673 | -0.0726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166954 | -78449 | -134126 | -135509 | -89995 | -122106 |
Profit Factor | 1.3862 | 1.6084 | 1.1641 | 1.0831 | 1.3682 | 0.8228 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 70 | 28 | 42 | 70 | 28 | 42 |
Losing Trades | 95 | 54 | 41 | 95 | 54 | 41 |
Profitability (%) | 42.4242 | 34.1463 | 50.6024 | 42.4242 | 34.1463 | 50.6024 |
Ratio Avg Win / Avg Loss | 1.8813 | 3.102 | 1.1364 | 1.4699 | 2.6388 | 0.8032 |
Largest Winning Trade | 215290 | 215290 | 42791 | 115598 | 115598 | 27830 |
Largest Losing Trade | -44084 | -23632 | -44084 | -50507 | -24128 | -50507 |
Avg Bars in Trades | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Winners | 55 | 61 | 51 | 55 | 61 | 51 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 5972 | 3036 | 2936 | 5972 | 3036 | 2936 |
Profit Streak | 16.3264 | 0 | 17.493 | 16.3264 | 0 | 17.493 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319921 | 18213 | -141028 | -274969 | -112095 | -580464 |
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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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