Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364583.5257 | 280615.0883 | 83968.4374 | 131739.5153 | 284096.2563 | -152356.741 |
Total P&L (%) | 364.5835 | 280.6151 | 83.9684 | 131.7395 | 284.0963 | -152.3567 |
Avg Daily Profit (%) | 0.2285 | 0.1759 | 0.0526 | 0.0527 | 0.0844 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162085 | -144915 | -75578 | -1284086 | -905980 | -483739 |
Profit Factor | 1.4314 | 1.621 | 1.2136 | 1.0344 | 1.1459 | 0.9192 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 52.071 | 49.4118 | 54.7619 | 52.071 | 49.4118 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.3176 | 1.6596 | 1.0025 | 0.9521 | 1.1732 | 0.7593 |
Largest Winning Trade | 152703 | 152703 | 61040 | 217016 | 217016 | 202606 |
Largest Losing Trade | -37431 | -37431 | -36824 | -244218 | -244218 | -238445 |
Avg Bars in Trades | 27 | 21 | 33 | 27 | 21 | 33 |
Avg Bars in Winners | 31 | 21 | 40 | 31 | 21 | 40 |
Avg Bars in Losers | 23 | 21 | 26 | 23 | 21 | 26 |
Bars Traded | 4668 | 1816 | 2851 | 4668 | 1816 | 2851 |
Profit Streak | 0 | 0 | 14.7609 | 0 | 0 | 14.7609 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366607 | 367421 | -121710 | -305495 | -140548 | -579416 |
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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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