Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349174.9146 | 176908.6439 | 172266.2707 | 74508.8471 | -122512.8895 | 197021.7366 |
Total P&L (%) | 349.1749 | 176.9086 | 172.2663 | 74.5088 | -122.5129 | 197.0217 |
Avg Daily Profit (%) | 0.1998 | 0.1012 | 0.0986 | 0.0319 | 0 | 0.0623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128944 | -147027 | -60020 | -230012 | -188199 | -121924 |
Profit Factor | 1.4124 | 1.3704 | 1.4667 | 1.0648 | 0.8165 | 1.4079 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 91 | 52 | 39 | 91 | 52 | 39 |
Profitability (%) | 45.1807 | 37.3494 | 53.012 | 45.1807 | 37.3494 | 53.012 |
Ratio Avg Win / Avg Loss | 1.7137 | 2.2987 | 1.3001 | 1.2919 | 1.3696 | 1.2479 |
Largest Winning Trade | 157937 | 157937 | 53527 | 125009 | 125009 | 76640 |
Largest Losing Trade | -34462 | -34462 | -34023 | -59696 | -59696 | -52369 |
Avg Bars in Trades | 40 | 34 | 46 | 40 | 34 | 46 |
Avg Bars in Winners | 53 | 46 | 58 | 53 | 46 | 58 |
Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
Bars Traded | 6669 | 2847 | 3822 | 6669 | 2847 | 3822 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305865 | -61491 | -60244 | -300630 | -584362 | -108940 |
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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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