Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303849.511 | 73112.555 | 230736.956 | 228004.0946 | -24714.2316 | 252718.3263 |
Total P&L (%) | 303.8495 | 73.1126 | 230.737 | 228.0041 | -24.7142 | 252.7183 |
Avg Daily Profit (%) | 0.2051 | 0.0494 | 0.1558 | 0.0802 | -0.0192 | 0.0851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167010 | -79558 | -117511 | -246303 | -127266 | -194165 |
Profit Factor | 1.3957 | 1.1956 | 1.5855 | 1.2005 | 0.9563 | 1.4415 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 50.2924 | 45.3488 | 55.2941 | 50.2924 | 45.3488 | 55.2941 |
Ratio Avg Win / Avg Loss | 1.3795 | 1.4409 | 1.2819 | 1.1865 | 1.1524 | 1.1655 |
Largest Winning Trade | 72153 | 72153 | 53810 | 97886 | 79296 | 97886 |
Largest Losing Trade | -28207 | -22970 | -28207 | -99644 | -59492 | -99644 |
Avg Bars in Trades | 102 | 84 | 120 | 102 | 84 | 120 |
Avg Bars in Winners | 118 | 92 | 140 | 118 | 92 | 140 |
Avg Bars in Losers | 85 | 77 | 95 | 85 | 77 | 95 |
Bars Traded | 17486 | 7250 | 10236 | 17486 | 7250 | 10236 |
Profit Streak | 0 | 0 | 18.0763 | 0 | 0 | 18.0763 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333623 | -134463 | 359829 | -85430 | -581244 | -77422 |
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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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