Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237242.2704 | -25440.8661 | 262683.1364 | 74141.7862 | -30555.3589 | 104697.1451 |
Total P&L (%) | 237.2423 | -25.4409 | 262.6831 | 74.1418 | -30.5554 | 104.6971 |
Avg Daily Profit (%) | 0.1554 | -0.0167 | 0.172 | 0.0363 | -0.0239 | 0.0469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122599 | -104819 | -105927 | -1076451 | -267552 | -1015847 |
Profit Factor | 1.424 | 0.9201 | 2.0892 | 1.028 | 0.9717 | 1.0667 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 119 | 51 | 68 | 119 | 51 | 68 |
Losing Trades | 41 | 29 | 12 | 41 | 29 | 12 |
Profitability (%) | 74.375 | 63.75 | 85 | 74.375 | 63.75 | 85 |
Ratio Avg Win / Avg Loss | 0.4906 | 0.5232 | 0.3687 | 0.3542 | 0.5525 | 0.1882 |
Largest Winning Trade | 29799 | 24369 | 29799 | 130017 | 75628 | 130017 |
Largest Losing Trade | -65906 | -49267 | -65906 | -759611 | -191948 | -759611 |
Avg Bars in Trades | 27 | 23 | 30 | 27 | 23 | 30 |
Avg Bars in Winners | 14 | 9 | 17 | 14 | 9 | 17 |
Avg Bars in Losers | 66 | 48 | 107 | 66 | 48 | 107 |
Bars Traded | 4380 | 1917 | 2463 | 4380 | 1917 | 2463 |
Profit Streak | 21.1647 | 0 | 38.1647 | 21.1647 | 0 | 38.1647 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404712 | -597898 | -4692 | -330946 | -597898 | -292318 |
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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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