Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277087.3127 | 104835.9445 | 172251.3683 | -112591.1545 | 149470.1778 | -262061.3323 |
Total P&L (%) | 277.0873 | 104.8359 | 172.2514 | -112.5912 | 149.4702 | -262.0613 |
Avg Daily Profit (%) | 0.1667 | 0.0631 | 0.1036 | 0 | 0.055 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208015 | -88716 | -139758 | -504062 | -74963 | -514527 |
Profit Factor | 1.3091 | 1.2381 | 1.3776 | 0.8605 | 1.7119 | 0.5613 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 91 | 39 | 52 | 73 | 41 | 32 |
Losing Trades | 71 | 42 | 29 | 89 | 40 | 49 |
Profitability (%) | 56.1728 | 48.1481 | 64.1975 | 45.0617 | 50.6173 | 39.5062 |
Ratio Avg Win / Avg Loss | 1.0214 | 1.3334 | 0.7683 | 1.0492 | 1.6702 | 0.8595 |
Largest Winning Trade | 81357 | 81357 | 36540 | 125389 | 125389 | 62759 |
Largest Losing Trade | -107292 | -60453 | -107292 | -426230 | -43222 | -426230 |
Avg Bars in Trades | 30 | 35 | 24 | 30 | 35 | 24 |
Avg Bars in Winners | 24 | 27 | 21 | 35 | 42 | 26 |
Avg Bars in Losers | 37 | 43 | 28 | 25 | 29 | 22 |
Bars Traded | 4878 | 2906 | 1972 | 4878 | 2906 | 1972 |
Profit Streak | 12.8892 | 0 | 50.8892 | 0 | 19.2225 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350445 | -121708 | -63864 | -580183 | -127552 | -596539 |
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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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