Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330403.6437 | 280996.0336 | 49407.6101 | 124683.411 | 261418.626 | -136735.2149 |
Total P&L (%) | 330.4036 | 280.996 | 49.4076 | 124.6834 | 261.4186 | -136.7352 |
Avg Daily Profit (%) | 0.2727 | 0.2319 | 0.0408 | 0.0668 | 0.1061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143559 | -136254 | -54994 | -856076 | -718653 | -355261 |
Profit Factor | 1.5132 | 1.6901 | 1.2088 | 1.0456 | 1.1534 | 0.8671 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
Profitability (%) | 47.5904 | 40.9639 | 54.2169 | 47.5904 | 40.9639 | 54.2169 |
Ratio Avg Win / Avg Loss | 1.6664 | 2.4357 | 1.0207 | 1.1515 | 1.6623 | 0.7323 |
Largest Winning Trade | 208702 | 208702 | 28306 | 403418 | 403418 | 110336 |
Largest Losing Trade | -33506 | -33506 | -21729 | -221385 | -221385 | -145194 |
Avg Bars in Trades | 28 | 47 | 9 | 28 | 47 | 9 |
Avg Bars in Winners | 32 | 61 | 10 | 32 | 61 | 10 |
Avg Bars in Losers | 25 | 37 | 8 | 25 | 37 | 8 |
Bars Traded | 4722 | 3945 | 776 | 4722 | 3945 | 776 |
Profit Streak | 28.0716 | 0 | 34.3216 | 28.0716 | 0 | 34.3216 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413680 | 261006 | -139255 | -273276 | -105809 | -579743 |
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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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