Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215643.5998 | 206633.1512 | 9010.4485 | 54891.1407 | 59011.9601 | -4120.8194 |
Total P&L (%) | 215.6436 | 206.6332 | 9.0104 | 54.8911 | 59.012 | -4.1208 |
Avg Daily Profit (%) | 0.1508 | 0.1445 | 0.0063 | 0.0306 | 0.0324 | -0.0029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138366 | -59132 | -77116 | -112762 | -107303 | -38268 |
Profit Factor | 1.3697 | 1.6065 | 1.0371 | 1.0948 | 1.1645 | 0.9813 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 52.1472 | 51.8519 | 52.439 | 52.1472 | 51.8519 | 52.439 |
Ratio Avg Win / Avg Loss | 1.2569 | 1.4917 | 0.9407 | 1.0046 | 1.0813 | 0.89 |
Largest Winning Trade | 113042 | 113042 | 25906 | 112251 | 112251 | 26954 |
Largest Losing Trade | -46018 | -46018 | -29935 | -56945 | -56945 | -32031 |
Avg Bars in Trades | 16 | 21 | 11 | 16 | 21 | 11 |
Avg Bars in Winners | 19 | 26 | 12 | 19 | 26 | 12 |
Avg Bars in Losers | 12 | 16 | 9 | 12 | 16 | 9 |
Bars Traded | 2679 | 1773 | 906 | 2679 | 1773 | 906 |
Profit Streak | 18.568 | 0 | 23.568 | 18.568 | 0 | 23.568 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348552 | -9651 | -534849 | -267300 | -201279 | -584096 |
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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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