Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268338.1185 | 137659.8154 | 130678.3031 | -54458.0018 | -47842.3519 | -6615.6499 |
Total P&L (%) | 268.3381 | 137.6598 | 130.6783 | -54.458 | -47.8424 | -6.6157 |
Avg Daily Profit (%) | 0.1607 | 0.0824 | 0.0783 | -0.0471 | -0.039 | -0.0041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159285 | -127860 | -96335 | -212815 | -195919 | -80829 |
Profit Factor | 1.2932 | 1.2509 | 1.3565 | 0.9296 | 0.8987 | 0.978 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 86 | 36 | 50 | 86 | 36 | 50 |
Losing Trades | 85 | 50 | 35 | 85 | 50 | 35 |
Profitability (%) | 50.2924 | 41.8605 | 58.8235 | 50.2924 | 41.8605 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.2782 | 1.7374 | 0.9495 | 0.9188 | 1.2482 | 0.6846 |
Largest Winning Trade | 247813 | 247813 | 49327 | 160362 | 160362 | 27275 |
Largest Losing Trade | -56708 | -42642 | -56708 | -84794 | -84794 | -43264 |
Avg Bars in Trades | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Winners | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 3215 | 1589 | 1626 | 3215 | 1589 | 1626 |
Profit Streak | 24.481 | 24.481 | 31.981 | 24.481 | 24.481 | 31.981 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344398 | -84670 | -87618 | -578538 | -581779 | -578685 |
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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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