Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290758.9002 | 35259.0362 | 255499.864 | 138213.8412 | -166282.1926 | 304496.0338 |
Total P&L (%) | 290.7589 | 35.259 | 255.4999 | 138.2138 | -166.2822 | 304.496 |
Avg Daily Profit (%) | 0.1902 | 0.0231 | 0.1672 | 0.0568 | 0 | 0.0915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113254 | -89383 | -67271 | -392564 | -285968 | -235058 |
Profit Factor | 1.3469 | 1.0755 | 1.6883 | 1.0607 | 0.8686 | 1.3005 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 84 | 33 | 51 | 84 | 33 | 51 |
Losing Trades | 77 | 47 | 30 | 77 | 47 | 30 |
Profitability (%) | 52.1739 | 41.25 | 62.963 | 52.1739 | 41.25 | 62.963 |
Ratio Avg Win / Avg Loss | 1.2346 | 1.5318 | 0.9931 | 0.9723 | 1.2371 | 0.765 |
Largest Winning Trade | 56278 | 37529 | 56278 | 102786 | 102786 | 78952 |
Largest Losing Trade | -39807 | -30626 | -39807 | -174310 | -148556 | -174310 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 2912 | 1452 | 1459 | 2912 | 1452 | 1459 |
Profit Streak | 64.8556 | 64.8556 | 74.3556 | 64.8556 | 64.8556 | 74.3556 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392356 | -322253 | -538 | -269554 | -600309 | -80727 |
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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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