Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269859.6339 | 111012.9042 | 158846.7296 | -111290.5929 | -151498.0593 | 40207.4665 |
Total P&L (%) | 269.8596 | 111.0129 | 158.8467 | -111.2906 | -151.4981 | 40.2075 |
Avg Daily Profit (%) | 0.1814 | 0.0746 | 0.1068 | 0 | 0 | 0.0227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199237 | -117563 | -133219 | -781355 | -399851 | -396726 |
Profit Factor | 1.3193 | 1.2371 | 1.4215 | 0.9256 | 0.8328 | 1.0682 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 109 | 48 | 61 | 85 | 42 | 43 |
Losing Trades | 64 | 38 | 26 | 88 | 44 | 44 |
Profitability (%) | 63.0058 | 55.814 | 70.1149 | 49.1329 | 48.8372 | 49.4253 |
Ratio Avg Win / Avg Loss | 0.7746 | 0.9793 | 0.6059 | 0.9583 | 0.8724 | 1.093 |
Largest Winning Trade | 96589 | 96589 | 43731 | 317620 | 317620 | 85245 |
Largest Losing Trade | -103787 | -64861 | -103787 | -375816 | -306029 | -375816 |
Avg Bars in Trades | 32 | 35 | 30 | 32 | 35 | 30 |
Avg Bars in Winners | 27 | 26 | 29 | 30 | 37 | 23 |
Avg Bars in Losers | 41 | 46 | 33 | 35 | 33 | 36 |
Bars Traded | 5679 | 3041 | 2638 | 5679 | 3041 | 2638 |
Profit Streak | 41.6938 | 41.6938 | 72.6938 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360476 | -94320 | -47371 | -580209 | -581554 | -310780 |
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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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