Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411124.4098 | 321504.0778 | 89620.332 | 102138.382 | 177307.4088 | -75169.0268 |
Total P&L (%) | 411.1244 | 321.5041 | 89.6203 | 102.1384 | 177.3074 | -75.169 |
Avg Daily Profit (%) | 0.1787 | 0.1397 | 0.0389 | 0.0306 | 0.0443 | -0.0605 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222769 | -126580 | -174172 | -232669 | -97641 | -202331 |
Profit Factor | 1.4292 | 1.5935 | 1.2154 | 1.1328 | 1.4534 | 0.8013 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 43.1138 | 40.4762 | 45.7831 | 43.1138 | 40.4762 | 45.7831 |
Ratio Avg Win / Avg Loss | 1.8858 | 2.3434 | 1.4392 | 1.4946 | 2.1373 | 0.9489 |
Largest Winning Trade | 141040 | 141040 | 58304 | 146040 | 146040 | 41155 |
Largest Losing Trade | -44282 | -29412 | -44282 | -96471 | -35134 | -96471 |
Avg Bars in Trades | 80 | 68 | 92 | 80 | 68 | 92 |
Avg Bars in Winners | 108 | 76 | 137 | 108 | 76 | 137 |
Avg Bars in Losers | 58 | 62 | 54 | 58 | 62 | 54 |
Bars Traded | 13410 | 5724 | 7686 | 13410 | 5724 | 7686 |
Profit Streak | 50.9121 | 50.9121 | 52.4121 | 50.9121 | 50.9121 | 52.4121 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309933 | -7002 | -142296 | -227323 | -135032 | -581763 |
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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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