Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270392.2155 | 102978.5596 | 167413.6558 | -320490.5302 | 101488.4093 | -421978.9395 |
Total P&L (%) | 270.3922 | 102.9786 | 167.4137 | -320.4905 | 101.4884 | -421.9789 |
Avg Daily Profit (%) | 0.1631 | 0.0621 | 0.101 | 0 | 0.0423 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166386 | -91647 | -149169 | -610555 | -157051 | -615710 |
Profit Factor | 1.2947 | 1.2393 | 1.3436 | 0.8314 | 1.1381 | 0.6382 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 93 | 40 | 53 | 63 | 38 | 25 |
Losing Trades | 65 | 39 | 26 | 95 | 41 | 54 |
Profitability (%) | 58.8608 | 50.6329 | 67.0886 | 39.8734 | 48.1013 | 31.6456 |
Ratio Avg Win / Avg Loss | 0.9049 | 1.2083 | 0.6591 | 1.2537 | 1.228 | 1.3785 |
Largest Winning Trade | 91089 | 91089 | 36995 | 207288 | 156445 | 207288 |
Largest Losing Trade | -148410 | -55494 | -148410 | -264087 | -61395 | -264087 |
Avg Bars in Trades | 30 | 36 | 25 | 30 | 36 | 25 |
Avg Bars in Winners | 25 | 31 | 22 | 39 | 43 | 33 |
Avg Bars in Losers | 38 | 42 | 32 | 25 | 30 | 21 |
Bars Traded | 4883 | 2882 | 2001 | 4883 | 2882 | 2001 |
Profit Streak | 8.5468 | 0 | 38.2135 | 0 | 14.5468 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300142 | -137172 | -82274 | -582221 | -232171 | -612929 |
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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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